This story has be found to be nonsense but we decided to leave it just for entertainment.

 

 Every sailing ship had to have cannon for protection.  Cannon of the
 times required round iron cannonballs.  The master wanted to store the
 cannonballs such that they could be of instant use when needed, yet not
 roll around the gun deck. The solution was to stack them up in a
 square-based pyramid next to the cannon. The top level of the stack had
 one ball, the next level down had four, the next had nine, the next had
 sixteen, and so on. Four levels would provide a stack of 30 cannonballs.
 The only real problem was how to keep the bottom level from sliding out
 from under the weight of the higher levels.  To do this, they devised a
 small brass plate ("brass monkey") with one rounded indentation for each
 cannonball in the bottom layer.  Brass was used because the cannonballs
 wouldn't rust to the "brass monkey," but would rust to an iron one.
 When temperature falls, brass contracts in size faster than iron.  As it
 got cold on the gun decks, the indentations in the brass monkey would
 get smaller than the iron cannonballs they were holding.  If the
 temperature got cold enough, the bottom layer would pop out of the
 indentations spilling the entire pyramid over the deck.  Thus it was,
 quite literally, "cold enough to freeze the balls off a brass monkey."