Hold it in place by melting some of the candle into the bottom center of the can and sticking the candle into the wax. Place the can away from any burnable area and remember to crack a window a bit for fresh air. Light the candle only long enough to warm the interior of the auto and then put it out. This will prolong the life of the heat source. A extra pair of socks and gloves are also a good idea.
Many folks carry a spare snowsuit and boots.
A flashlight and a whistle are good to have packed. They both can be used for a distress signal. Always carry a warm hat. In cold weather a hat is a must. Not a baseball cap but a warm hat designed for the purpose of keeping ones head warm and dry.