Are you thinking he's freezing b/c he shakes? If it's just the shakes, he might be from anxiety. Also, if the water doesn't "hot" on your skin, it won't be for the puppy. Generally, their body temps are higher than humans.
How are you bathing them? I usually use the handspray instead of putting them in a pool of water. If he likes treats, try giving him little bits of treats during the bath. This might encourage him to liking bath time more.