Bread-Bakers v101.n018.7

I have made some donuts lately and I cannot get my powdered sugar to keep 
from melting.  I let the donuts cool thoroughly.  I am not plunging the 
donuts in boiling water.  I suppose that could be the problem.  Do I need 
to use a powdered sugar that is not as fine?  Do I need to glaze the donuts 
first?  I do not have a problem with the cinnamon sugar donuts melting.  If 
anyone could help I would appreciate it.  Thanx