How not to freeze in the New Year's Eve?

Friends invited us to visit on New Year's Eve, and then after midnight offered to walk, play in the snow and ride a roller coaster.Here I sit and I think, as I do not freeze, because you want to celebrate New Year in a dress, and go out there cold, you need to be insulated.I do not know what to do, choose one of the two or drag with a bag of clothes and run to the bathroom to change clothes?Where then package the clothes to go, when we go for a walk the same.