The receptors in our bodies that detect these things have been understood for many stimuli, but only recently have the ones for hot and cold been discovered... and when you feel hot after eating a jalapeño, you may not be that crazy after all.
A paper was published not too long ago that tied the "hot" food receptor (TRPV1) with its close relative TRPV2... the ion channel/receptor that gives us the sensation of heat, or warmth.
And now, a recent paper published in Nature shows the same is true with the cold receptors and menthol, the main ingredient in wintergreen and other mints, and a product of methyl salicylate (found in Bengay and IcyHot...).
The receptor, TRPM8, is activated by both temperatures below 26˚ C and menthol. They tested mice and found that those with the TRPM8 receptor gene knocked out had much less sensitivity to cold (maybe my Mom needs this gene knocked out). However, it appears to not be the only receptor, as theses mice could still detect cold when it got below 15˚ C.
