It's already known. It was forged by the Nathrizim (spelling?), along with the other armor. Nerzhul's soul was attached to it, encased in a block of ice and sent to Azeroth.
EDIT: Frostmourne's origins: (wowpedia = win).
It was retconned. Originally, Tichondrius said that the Lich King forged it, but quoted above is the current version.When Ner'zhul was transformed into the Lich King by Kil'jaeden, his disembodied spirit was shackled to a magical suit of armor as well as the runeblade Frostmourne, and trapped within an icy tomb called the Frozen Throne. Both the armor and the blade were crafted by the Nathrezim[2] for the purpose of containing and controlling the Lich King.[3]
And I think it's the Helm of Domination by the way. Not sure, could go either way, both make sense, that's just how I've always thought of it.