Instinctively I would assume it would take exponentially more energy to get from 0.01 to 0.001 (Kelvin) then it would to get from 2 to 1 (Kelvin). Otherwise it seems like it would be quite easy to get to absolute 0 which I know to be impossible.

At the same time I don't see why it would be more difficult since the former increment is a minuscule fraction of the latter. 

So if it is the case, then why is it so? And if it isn't then why is it such a great achievement when we get a fraction of a degree colder?