The first thing to remember when exercising in the winter is to dress properly especially if you'll be doing activity outdoors. Your extremities (hands, feet, nose, ears) can get cold quickly and in extreme cases even cause frostbite. Make sure to wear a hat (ski mask for the nose), gloves and thick socks.
Step2
To make the cold temperature less of a shock, warm up inside before going outdoors. You can do some pushups, sit ups, pull ups and jump rope for 10 minutes. Once you start to get hot you'll want to go outside to cool down a bit.
Step3
Stretching is important all year round but in the winter, your muscles are extra stiff because of the cold temperatures. After you warm up indoors, take a few minutes to stretch your muscles. This will greatly reduce your risk of injury.
Step4
While in the summer you can get away with exercising in the early morning or late afternoon hours, in the winter try exercising when the sun is still out. Not only will it be warmer, the places that have cold temperatures are the same places that have shorter days. Exercising when the sun isn't out can be a safety issue when snow and ice are involved.
Step5
Don't forget about winter activities. Snowboarding, skiing and skating are good workouts that will burn calories and help you have a good time. Leave the running for the summer months.
Tips & Warnings
You can get more help by reading and posting to the diet and exercise forums that are linked below.