save wallet dat file to somewhere that doesn't connect to internet, such as hard drive or USB stick. Therefor, no one else got a chance to steal your wallet data.
Thats all it takes, just saving your wallet.dat? Is there a way to cold store blockchain.info coins?
only way would be transfer them to a computer wallet, then transfer your dat file(or the entire wallet) to some cold storage, like USB stick, some non-used hard drive, old notebook or some DVD.
Anything you do, don't do only 1 copy of your dat file, neither let it in your computer with internet acess