If winter is getting you down, usually it is because of the lack of sunshine and warmth. And this has been a very extremely cold winter in our part of the country. The Farmers Almanac predicted a "numbing" winter and they were right on.
In order to beat the winter blues, one of the ways is to find a winter sport you would enjoy such as cross-country skiing. My sister did this several years ago and really enjoyed herself. When you get your heart pumping they say it increases you endorphins and positively affects your mood.
Another way is to be sure you get enough light. Natural sunlight can do wonders for depression,but often there is a big lack of that so some people go to places where there is plenty of artificial lighting and it will lift your mood as well.
If things get too bad, find a professional and get some counseling and even some medications can help. But it takes a professional to decide whether or not you should be on medication. Sometimes just having a warm cup of coffee, tea or hot chocolate with a friend and enjoying some conversation will do the trick. This is often called seasonal affective disorder and you can even go to www.nim.nih.gov and search under that description for more information. Don't suffer, get help.