Great advice, Jane! You go, girl!
I'd also like to add that if it's that cold outside, it might help if you bought him a parka, sweater or some other type of warm clothing.
Also, I've had problems
potty training all but 4 of my dogs in the past, and it was so frustrating. I had to make myself realize that "what goes in must come out" ... and with a puppy, it can be almost immediately or within 1 hour. That's when I realized that I needed to keep my dogs on strict feeding schedules ... twice a day (morning and evening), around the same time each day. If my dog doesn't eat its food within 20 minutes, I take it away. I feel that all animals must maintain a strict eating schedule, especially during the housebreaking stage. And, teaching them while they're young is most important. For instance, when Brittney was a puppy, I was living with my ex-fiancé. He woke up earlier than me and took her "outside" (that was her potty command). He had back problems at the time and taught her to jump up and put her paws on his legs so he could leash her. Nine months later, we split up and I moved out, taking Brittney with me. To this day (5 years later), she still jumps on people, cuz she thinks it's acceptable. She won't jump on me, cuz she knows better, but I'm having a really difficult time breaking her of jumping on other people. So, it's very important that you teach at an early age, and make sure you don't teach your puppy something that you wouldn't want it to continue doing later on.
As far as pee pads ... oh gosh ... I wanted to sue the manufacturer at one point. I tried those with one of my puppies, and she peed on them, then destroyed them to shreds (I had her confined to my kitchen with a tile floor while I was away). So, I stopped using those. My father trained his dog on pee pads, and it took him 5 more months to train the dog to go outside, instead of peeing on the floor, where he used to keep the pads.
With one dog I had, I literally had to take her outside, then tap on her rectum and say, "Go outside ... outside." You might think it's gross, but it worked. It only took 2 times of doing that, and she immediately realized what she was supposed to do. Of course, I praised her and made a huge deal of it when she "went" and that is really important, like Jane said. I also brought a treat with me, and gave it to her immediately after she relieved herself.
And, like Jane recommended, definitely crate your puppy while you are away or asleep, or cannot otherwise supervise him. Most puppies will not potty in their crates if they have relieved their bladders and bowels beforehand. Sure, he'll cry, but you can't give into it. If you do, then he'll cry constantly, cuz he knows it'll get your attention.
Good luck! And, I also agree with Jane about the pix! We PT people just LOVE to look at pix, cuz it brings joy to our lives and puts smiles on our faces!!!!
Oh, and BTW, I'm so glad you joined us! Welcome to PT! :hpydance:
, i have heard of a dog being so cold it doesn't want to go out. but you just have to make him go out. i know it sounds cruel, but it's not like you are leaving him out there to freeze. take him out and stand there giving him his potty command (there should be a specific command that you give him for going to the bathroom. i use "go potty"). stay out there for at least 30 min if he doesn't go right away. if he really won't go potty, go back inside for about 10-15 min, then take him right back out. when he finally does go, make the biggest, hugest deal about it. i mean, be so loud and obnoxious that you wake the neighbors! 
haha! also, you can put the puppy pads that have pee on them outside (keep them held down with a rock or something). this way he will still be able to pee on them, but they will be outside. dogs like to pee in the same place and on top of their pee all the time, so this could help. just slowly remove the pads. before you remove them, rub the pee-soaked pads on the grass to get the scent on there. always take him to the same place outside. 
