Breathing in through your nose, rather than your mouth, will help to pre-warm the air before it reaches your lungs. Some people find it helpful to wear a cold weather mask.
THANKYOU FOR THAT INFO, I TRYED TO BUY ONE IN BOOTS TODAY THEY DID NOT HAVE ANY AT THE MOMENT, THANKYOU ANYWAY
Many people with lung problems use a mask (you can purchase these at most drug stores) to prevent breathing in cold air. It also helps to breathe only thru your nose if you can. This way the air is warmed as it passes thru the nasal passages.