Research 30 Rock's cold openings. If you don't already have the DVDs, purchase them and watch them. Not every episode begins with a cold opening, but 90 percent of them do.
Outline your script. This will help you see what your A and B (and maybe even C) plot lines are. This is crucial to a 30 Rock cold opening as they typically set up at least one of the plot lines.
Identify the prominent characters in your script. They should be the main characters, such as Liz and Jack. The best openings will incorporate the stars of the show.
Write your cold opening based on who the stars of the show are and your plot lines. Not all shows have cold openings that set up the plot, but 30 Rock tends to rely on this.
Try to end your cold opening on a solid joke. This will be the beat before the opening credits and is intended to entice the viewer into watching more.
Make sure your opening is no more than five pages max. Most 30 Rock cold openings last about 2 minutes.
Read over your cold opening after you have finished your entire script. Does it fit in with the rest of the story? Is it funny? If so, then you have a good cold opening.