Chill the glass. Put a martini or coupe glass in the freezer for 10 minutes, or fill it with ice and water while you mix.
Pour the vodka, Cointreau, cranberry juice and lime juice into the shaker.
Add the ice last, so nothing melts while you measure.
Seal and shake hard for 10 to 15 seconds, until the outside of the shaker frosts over.
Empty the glass if it had ice water in it. Double strain the drink into it, through the shaker's strainer and a fine sieve.
Garnish with a lime wheel on the rim, or twist a strip of lime or orange peel over the surface and drop it in.