What to do:
Bring the person indoors immediately, do not try to thaw frostbite until you are in a warm place, because warming then re-freezing can cause permanent damage.
remove any wet clothing, and treat the frozen parts carefully, don't rub them!
warm the frozen parts in warm (not hot!) water, for about 30 minutes. Do not use dry heat, such as a fireplace, or heating pads, to thaw frostbite.
make sure to warm the entire body, not just the frostbitten areas. This is especially important in children. Wrap the victim in warm blankets.
Place cotton balls between fingers or frostbitten toes after re-warming, but be careful not to pop any blisters
Loosely wrapped the re-warmed areas with clean bandages to prevent any re-freezing, and keep the vicitm still.
Ibuprofen or Tylenol is generally a good idea for pain.
Frostbite victims should receive medical attention after first aid as soon as possible.
Keeping warm and dry in the winter is the best prevention, with well insulated boots, thick socks, and hats and scarves.
Frostbite and other cold emergencies are covered as part of AHA's First Aid course.