The order have been working on all kinds of experiments that allow them to control and manipulate the elements in ways that humans are still only dreaming. Some of the powers that the order have been able to gain are the direct results of learning to use certain elements found on Earth. There is a very specific combination that allows for water to be solidified as soon as it touches this substance. The way it works is that it creates a highly stable and solid material that floats and is incredibly hard to keep underwater.
The average weight of a person would never be able to sink it and even an amount as small as the size of an ice cube, would require at least 2 tons of weight in order to manage to get it underwater. This substance is secreted by specially designed shoes and that is the way that the order have managed to walk on water.