I definitely would put something on the paws. You could try little boots and there is also some sort of gel/cream you can rub on the paws (several people do that). I can't remember the name of the stuff you rub on the paws..someone will post it probably. I'll go see if I can find it on google...
EDIT: Found this..it's a wax. I'm sure there are other brands, too.
http://www.thedogoutdoors.com/musher...ction-wax.html