Rumor has it they knew he likely kept it in a freezer of some sort. During the Katrina thing, he tied up some emergancy vehicles getting some of his personal effects from his almost flooded house. One of the personal items was a small freezer (according to rumor).
Now, see, if youda read BPSCG's link...
Finally, according to the source, Jefferson emerged with a laptop computer, three suitcases, and a box about the size of a small refrigerator, which the enlisted men loaded up into the truck.