Here in New Hampshire, we can certainly agree. Even if we don't have a lot of snow on the ground in many places, that doesn't mean it hasn't been bitterly cold and windy for days at a time. Winter activities should be viewed as healthy fun. As with any activity, as a parent you should know where your child is, with whom and when they are due home.
Winter activities are fun, but can be dangerous without training and planning.
Make sure they wear warm clothing, including a hat, insulated mittens or gloves, and heavy socks. Many of today's new fabrics provide more warmth than our old quilted snow suits, but layering is still the best method of keeping warm. If it's especially windy, have them come inside for cocoa and cookie breaks to prevent against frostbite. If your child is a skier, you may have noticed more and more skiers are wearing helmets to protect against head injury. The American Academy of Pediatrics recommends helmet wearing for most winter activities including skating.