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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.
Window insulation kits can be found at any local hardware or do-it-yourself store for less than $5 per window. These kits contain clear plastic sheeting, double-sided tape and brief instructions. The only additional tools this project requires are a pair of scissors and a hair dryer. The process is fairly simple.
img via wikipedia
Step 2: Close & Lock the Window.
Window locks pull the window’s pieces together, sealing up those tiny cold leaks that are trying to slip through.
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.
You want the sheet to be slightly larger so you have adequate room beyond the window frame to tape the plastic to the wall.
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.
Step 4: Line the Edge of the Window With the Double-sided Tape.
Use the window frame as a guide to keep your application straight.
Step 5: Press the Plastic Into Place Against the Tape.
Similar to the vertical cut, make sure you hang the plastic at 90 degree angles so that the sheet covers the entire window. Even if you cut a sheet with perfect right angles, sloppy application can result in inadequate coverage and you'll have to throw away the entire sheet.
Step 6: Run the Hair Dryer Over the Plastic.
This shrinks the plastic and makes for a tight fit and strong seal around the window.