You should try and get to a continually warm place as soon as possible. Never thaw the area temporarily in a shelter only to refreeze it when you go back in the cold. This action will only damage the tissue. It is preferable to delay warming rather than to warm and refreeze. Rest the injured area as much as possible, and keep it elevated above your heart to prevent swelling.
You can soak the affected area in warm water for a period of 35 to 40 minutes, until the flush returns to the skin color. This process in often painful, so expect to feel ache and stiffness during the soak. Never use hot water.
Finally, you should keep the affected area as clean as possible in order to prevent infection. If the skin is blistered, leave the blisters intact, and clover them with sterile dressing or bandages.
