Can Eating Ice Harm My Unborn Son?

So, I have had a craving for "Ice Chips" the whole time I have been pregnant (currrently 38 weeks!) &my sister had finally found this out yesterday &jumped on me about it! She said by eating ice it'll lower my &my unborn son's iron levels! Is this true?? If so...how the crap does that happen?? It's just frozen water....right?