It's not so funny when it happens to you!
Whether you're hiking, skiing, or mountaineering, keeping your extremities warm is a crucial part of winter survival. Much attention is paid to various combinations of hats, gloves, mittens, boots and socks but, unfortunately, they all overlook another important extremity, the male appendage.
This is nothing to laugh about; it's quite painful! If you've been unfortunate enough to experience a frozen frankie, you know this is a serious matter. Few other weather-related injuries can make you curl up and beg for death. Of course, this "condition" only makes itself known after you're miles from the trailhead and committed to your route.
There are several solutions to this problem. First, be sure to dress in layers. Start with a pair of tight-fitting briefs or compression shorts to hold your carrot closer to your body. Snugly-pushed-together is much better than hanging-loose because large surface areas transfer heat more rapidly. Next, add lightweight polypropylene underwear and additional layers such as polartec/pile and a windshell as needed. Since most cross-country ski clothing, especially those Euro inspired Lycra body-suits, appears to be more "form" than "function", several manufacturers have begun using a panel of windproof material where it counts. The Helly Hansen company manufactures the "Lifa windbrief", and there is also a popular product called "The Hand" that uses polar fleece for insulation.
As can be expected, there are also many homemade versions of windbriefs. Some have made their own "The Hand" by stitching a rectangle of synthetic fleece into a pair of windshorts. Others have tried using duct tape on the outside of their underwear, taping a square of plastic onto a pair of shorts, and lining an ordinary jockstrap with a piece of synthetic fleece or rabbit skin (furry side in, of course).
In an emergency you'll need to improvise. Your cold carrot can be warmed by stuffing your hood or hat down there, and you can also use an unopened Ziploc bag as a wind block to slip in front of things.
Of course, you could always knit yourself a "weenie warmer".