The American College of Sports Medicine (ACSM) says it’s safe to exercise in below-zero temperatures as long as you protect against cold-hypothermia and frostbite.  Prevent frostbite by covering up, staying dry, and by constantly moving.  Hats and face masks are essential. Use a skin balm to prevent windburn and sunburn.  Stay dry by wearing water- and wind-proof materials - in layers - and by keeping your feet dry. Wear moisture-wicking socks and run on a plowed surface that is not slippery, and if you run after dark, wear reflective gear.  Read more cold weather running safety tips from the Guide to Running at About.com.