To do the Cossack Squat, stand with your feet nice and wide apart as if you are going to do a Side Lunge (feet will be wider than shoulder-width). Shift your weight to one side, bending that knee and sinking down into a side lunge as you rotate the toe of your straight leg up toward the ceiling.
Sink as low to the side as you can, dropping your butt down to the ground while keeping your heel on the ground. You will feel like you are sinking into a deep squat on one side as your other legs stays out straight with the toe up.
Then push back up out of the squat and come to standing tall with your legs straight and feet still wide apart. Then shift to a squat on the other side, sitting down as low as you can while keeping your heels down.
Beginners may not be able to sink as low in the squat. Do not try to sink lower by squatting down and letting your heel come up. Sink only as low as you can while keeping your heels down.
Advanced exercisers can hold a weight goblet style.