Running in the cold

If anyone here has ever ran in the cold then you will know what I mean when I say
 
"MAN IT BURNS DEEP IN MY CHEST"
 
Does anyone know how to stop that?

I mean I run with water so you think I could put something warm in a bottle and drink that as I run? Think it will sooth my lungs? I know I can go to a GYM and run on a treadmill but not sure I like that....I Think now I have lost all this weight I have ADD I cant sit still and I get extremely bored so I need a change in scenery when I run.

If you get a balclava...one of those ninja looking mask/robber looking hats you can cover your mouth and breathe in warm air.