[DJDB]

Oz is outside only and I find that he's ok if I put a sweater on him. However, I live near Vancouver, in BC, Canada, and our winters are usually pretty mild. Oz hated getting wet, but the sweater really helps. He is so quick to do his business that we're never out there for more than a few minutes. I also think you should keep making them go outside, but make sure you give them a treat the moment they come in. Oz is so used to that he just zooms over to his "cookie" jar and waits for it. I go outside with him, too, and praise him as soon as he is going (i.e. "good pee-pee Ozzy"). I don't think he'd go out by himself. Also, I don't make him stay out if he runs back to the door, BUT, I know him by now, and know that once he's at the door to come back in, he is not going to do anything else outside.

So, to summarize:
- sweaters for warmth
- accompany them outside
- praise when they go outside
- treats when they come back inside

Try all that, and hopefully it will help. Good luck!