Above all, stay calm. You must maintain a positive attitude and not panic. Your head is the most valuable survival tool in any crisis. If you are hiking or skiing, seek shelter near trees or rocks, and do not leave the main trails. Distances cannot be accurately estimated in blowing snow. Use brightly colored clothing to draw attention and make yourself visible. Tie the clothing onto skis and make an upright "X" with the skis to mark your location.
Try to stay as dry and warm as possible. Do not overexert, but do simple exercises to move arms, legs, hands and fingers in an attempt to avoid frostbite. If you have food in a backpack, eat small amounts regularly and keep hydrated. Use snow for water if need be.
Use any equipment or supplies you may have, such as a cell phone if it will operate, a blanket, flashlight or mirror to signal for help. Arrange branches from trees in the snow to spell out "SOS" or "HELP." Long ago, the Donner Party used a large rock for the back wall of a fireplace and cut off smaller trees to burn.
If driving, pull over to a safe area and stay in the car. Regularly run the engine for short periods of time, such as five to 10 minutes each hour. Tie bright clothing or a flag to the antenna. Turn on hazard lights and the inside light at night when the engine is running. Be careful to conserve as much battery power as possible. Try to keep snow cleared from the windows, and open a downwind one slightly for ventilation when the engine is running to remove carbon monoxide vapor. Periodically clear snow from the exhaust pipe.
If you are on foot, you should carry emergency supplies, such as flares, matches, disposable lighters, a knife, flashlights, a whistle, snack food and a first aid kit. If you are driving, you should have these plus tire chains, jumper cables, a shovel, extra clothes and an ice scraper. Being prepared will help you avoid a potential disaster.