Winter Exercise

I have a question about running outdoors during the winter.  Have you ever heard of people having problems when they exercise outdoors in cold weather?  I seem to be having problems here lately.  After I get back from a run its not unusual that my legs are a hue of bright red.  But today, after applying the same lotion I use everyday my legs started to itch severly.  I have never experienced anything like this.  A few days prior, a warm shower made my legs feel as though they were bruised all over--however there was not outward signs of this.

Any thoughts about the cold weather and exercise would be greatly appreciated!