This is the kind of game that Golden Eye: Rogue Agent and XIII should have been...
Just like XIII and Golden Eye: Rogue Agent, but the main difference between Cold Winter and these other 2 games is that Cold Winter is actually good, and it has a great and egaging story, I really liked the bad guy is actually a good man so character design is excellent, and the music is very good.
The story has a great narrative and the violence is pretty cool also, the missions are full of secrets and secondary objectives which give this game a good replay value, the weapons are great and feel like if you actually were shooting a real gun.
The game uses the RENDERWARE physics engine wich allows you to use objects as cover and throw them, maybe the physics is not as impressive as in Half-Life 2 but is functional.
But not everything is perfect in Cold Winter, it has 2 problems.
1. Graphics, they look like the first game of the PS2 and it was released in 2005 also the sound isn't something great but is good enough.
2. iT'S TOO SHORT
If yu want a violent FPS go for Cold Winter, it may not be the best FPS but is much better than I expected.