Exercise indoors if it's dark, icy, and / or very cold outside.

Wear layers of clothing; "peel" them off if you become overheated.

Cover your ears, head, and hands - especially if it is windy.

Warm your muscles before you go outside. Use a treadmill or stair climber, and do some stretching.

Drink plenty of fluids. Sweating in cold weather is less noticeable than sweating in warmer weather.

Keep your feet dry and warm.