The science on this is mixed. Some studies have found increased pain in people exposed to cold conditions and others have not. People use both cold and heat to reduce pain - ironically enough. Cold does stiffen up the muscles, though, perhaps impeding blood flows to the injured area. This idea is buttressed by the fact that migraines, which are believed to be caused by blood flow problems, are more common when its cold. This suggests that if you have a problem with blood flows in an area the very slight effect of weather on blood flow could exacerbate it.
So it's possible that you, unfortunately, are very susceptible to cold induced pain. Its also possible that you did something else to aggravate the area during times when you're exposed to cold. You might check to see if there are some times when you're out in the cold and do not feel increased pain.
Check out the url below for the effects of cold on pain and other problems.
http://www.weather.com/activities/health/achesandpains/achesandpains101/conditions.html