Housebreaking in Cold Climate

Go outside with the pup. Shes doesn't know what to do out there all alone.

Yes, bundle up warm and go outside with her!  With you gone she is far too concerned about the fact you have left her to get on with the business of pottying.  Shes not thinking of peeing, she's thinking of getting back inside in the warm, with you, in her comfort zone.  With dogs (as with many animals) certain things have to happen before other things.  If they don't feel safe, they won't let their guard down to eat or groom themselves, or sniff about somewhere for a good place to toilet.  You being with her will help enormously.
 
As she is "going" say a cue word that you want to use in future to prompt her and the moment she finishes, step up and give her a super tasty yummy treat she doesn't get at any other time.  Your timing in this is crucial.  Say the cue only ONCE as she goes so that it will be effective when you say it once in future.  You need to say the cue word AS she is going so she makes a connection.  And you need to deliver the treat extremely quickly for her to make the connection it was for her toileting.  You can't do either of these if you don't go out with her.
 
If she doesn't "go", bring her back in and keep her quiet and confined for 10 minutes or so, then back out again.  Very shortly you will get to learn her own rhythm and will need to take her out less often.  It sounds daft, but keeping a diary of her "schedule" will help you figure out how often she needs to go much faster so that you (and she) are going out into the cold less.
 
Does any of that make sense?
 
Does she have a crate?

I haven't left her outside in the cold by herself.  I do stand outside with her but I can't get her to do anything.  The other day she had just squatted to pee and i caught her and took her outside around 10:00 AM.  She wouldn't go so I brought her back in and played with her for a while.  We repeated this about once an hour for about 6 hours before I finally messed up and she did her business inside (at least she's chosen a tile floor).  My dilemma is that I can handle the cold much longer than her at this point (with 2 sweaters and a jacket on, I might add).
 
Thanks for your replies, keep the tips coming!  I'm far from getting frusterated with this, cleaning up after her doesn't really bother me, I just don't want her to get too used to peeing where she pleases.  I'll go read up on crate training, though any technique will probably still yield the problem of the cold.

I had the same problem with my pup (as it's freezing in the northern US), and this is how I did it.
Do you have a porch?
Get an old bed sheet and put it in the corner on the porch. I had my pup go right on it. Yes, sounds gross, but we got him in January, so I had to think of something where he could slowly get used to the cold weather - porch is a start. So, take him out and make sure he goes right on the sheet... (You'd have to replace the sheet though a few times.) Puppy pads didn't work for me, my pup kept on playing with them, digging through them, etc.
When your pup is used to doing it on the sheet, take the sheet down and leave it in the snow. My pup would go out, see that the sheet is not on the porch and he'd then go down... Eventually I threw the sheet out - he was used to going on the snow... even during the coldest nights
You must be with him though. I even stood there during hail in Spring!

PS. Some might say that would teach him to pee on bed, but I didn't have that problem. He was always under our supervision, until he was housebroken at the age of 4 months.

ORIGINAL: joshandrewt
I can't leave her outside until she finally goes because I live in Winnipeg, MB and it can be anywhere from -20 to -50 (degrees Celcius) during this time of year. Does anybody have any tips for me?

I think if it were that cold I'd just let the dog pee in the house (kidding!)

Could you get her used to wearing a coat or jumper to help keep her warm? []
 
The crate will help because if you have a regular schedule of confinement, outside, confinement, outside, she will quickly come to see that she doesn't have loads of choice.  Most dogs will choose not to go on their bed, and the only other option is Outside.  Hooray!  Super yummy treat, throw a party and then let her have some freedom in your house (eg. in the living room with you - not the run of the whole house!) 

TinaK,
 
I took your idea of the sheet, but added another idea someone gave me to it, and had some success!  I got her to pee on a towel inside the house and then put the towel outside where i want her to go.  The next time I took her outside she sniffed the towel and did her business right away no problem.  Now that she has gone outside once, I should have an easier time continuing her house training.  Thank you very much for your help.
 
Josh