The idea has been put forward to bombard a hot, dry planet with comets made from water ice. The additional water will melt, then evapourate, cooling the planet, while providing water. This scenario will certainly produce a short-term cooling effect, but in the long-term it can make the situation worse.
When water is added to a planet, Hydrogen and Oxygen are added. When a planet has insufficient gravity, Hydrogen will escape into space, leaving Oxygen behind. The additional Oxygen will react with Carbon at the planets surface, creating Carbon dioxide (CO2). The additional CO2 will contribute to the planets greenhouse effect. So if a low-gravity planet is already hot and dry, adding water will make it hot and wet in the short term, but hotter and drier in the long term.
Don't forget, water is a mild greenhouse gas, and will contribute towards warming the planet.
There are situations where adding water to a planet would be beneficial. Adding water to a cool planet, with sufficient gravity, will reduce the planets albedo and help warm the planet. The additional water will also help the planet buffer against temperature fluctuations.
Also, before throwing a water comet at a planet, make sure it doesn't have a rocky core. Even a small rock of 5m will have a disaterous impact.