Hypothetically...how would you build a liquid helium cooling system

So long story short I'm just out of a discussion with my brother about whether or not it's possible, and HOW you would go about replacing water with helium in a cooling system. Of course you'll also need a vacuum (hope I translated that right) but I'm curious to what you guys think if that would be hypothetically possible or if you'd just end up destroying your hardware.

Also how pricy it would be.. that's also an interesting question.