It's your gear and your attitude. According to Gardner and other cold-weather running experts, the biggest hazards of winter running are frostbite, hypothermia and icy running surfaces. Dressing properly can minimize the risk of all three. Select appropriate shoes. Dress in layers.
Warm air trapped between clothing layers is the key to keeping warm on even the coldest days.
As you warm up, unzip or remove the outermost layers to regulate your temperature. One pair of socks is usually sufficient since blood pumped to the lower extremities while running will help to keep your feet warm. Wick away the sweat. Avoid cotton which will hold ten times its weight in sweat. Break the wind.