Sorry this is long, but it explains why women do get more colder than men. The rest can be found on http://www.s-t.com/daily/03-96/03-04-96/2cold.htm
Women Feel Chill of Cold Weather More Than Men
By Redbook, For The Associated Press
Women tend to be winter wimps when it comes to cold weather -- but there are physiological reasons why they get cold more easily than men.
Women generally have less muscle, physiologist Henry Lukaski, of the USDA Human Nutrition Research Center in North Dakota, told Tamara Eberlein in an article in the current issue of Redbook, and muscles produce body heat.
"Women are smaller, too," he said, "and so have a slightly lower metabolic rate which, like a smaller engine, generates less warmth."
The fact that women have a higher percentage of body fat doesn't insulate them.
"It's true that fat insulates, which is why slender people often feel chillier than overweight ones," said Thomas Doubt, of the National Institutes of Health. "But women's higher body-fat ratio is due primarily to breast tissue, not a thicker fat layer overall."
Women tend to have more padding on hips and thighs than men, but men are more likely to have extra fat around the waist and upper torso, where it may help insulate vital organs and prevent core temperature from decreasing.
Further, blood circulation to arms and legs is less vigorous in women, according to environmental medicine researcher Wayne Askew of the University of Utah, which is why hands and feet often are the first to feel frosty.
"The temperature of each body part is directly related to blood flow to that area," Mr. Askew said. "The more blood, the more warmth."
Hands and feet are prone to some degree of cold no matter what your sex.