If you have a really short haired dog, they may be happier with a dog blanket on in the cold temperatures during your walk. Be sure if you have an outside dog that they have adequate shelter, and clean fresh water that isn't frozen. If they are short haired please bring them in from the cold.
If you have an outside dog you think is crazy, it is most likely because they are under socialized and under stimulated. Get that dog out and walk them. Play fetch, work on obedience, dogs need a job to be happy. If you don't know where to start... call me or find a local trainer near you to help. every dog deserves a chance to shine.