Hahaha, I have bad translation. This is what i think though. した=下(Under) こと=事(Thing). But somehow I don't think it fits the context here. So high chance of it being wrong.
AAAAA! The under parts!Shiki-sama~~♥
What are you doing?hyuuu~My leg is freezing......nhh~It's been cold lately..The under parts!HA?!~~~What did I just think of just now?!