The bad news is that you have cold rooms. The good news is that you don’t have to live with them, and you don’t have to lose your shirt (or sweater, or woolly coat) to pay an electrician, contractor or other professional to do the work. Once you've checked for leaks and re-caulked all of your windows, it's time to insulate them.
img via Mikko Heikkinen
Step 1: Purchase Your Supplies.
img via wikipedia
Step 2: Close & Lock the Window.
You can install thermal curtains (which provide event further amounts of insulation) but it's not required to successfully insulate your windows.
Remember- if you close the blinds, they will be inaccessible and remain closed until you take the insulation off in the spring. If you'd like to be able to see out of the window, leave the blinds slightly open.
img via Wikipedia
Step 3: Cut a Sheet of Plastic Just a Smidge Larger Than the Window.
Use extra care to make the vertical cut straight, otherwise you'll end up with a crooked sheet that angles off and doesn't cover the window completely.