Allergy to cold?

We went through a very cold winter this past year.  I was freezing in my house and sneezing for 3-4 months straight.  When I went to the doctor and told him, he said I may have an allergy to the cold.  I've heard of this but reminded the doctor that I was indoors most of the time so I didn't take his advice to heart, afterall it was about 68 degrees in the house..  When it warmed up and my house was warmer I quit sneezing, when it got cold again I started sneezing again, so I am starting to wonder all over again about what the doctor said?  At first I thought it might have had something to do with the heating system but the second bout of sneezing the heat was off completely.  Can anyone tell me anything about cold allergies or if anyone ever had a similar experience. 

Out of curiousity I just googled this and yes in some, weather extremes of hot and cold and also humidity can trigger allergy symptoms.
Before I was told this by my doctor I heard it on the 6 o'clock news that one can be allergic to the cold. My symptoms started off in Jan from what I thought was a sinus cold but what was different about it was that I would feel normal in between sneezes and nasal congestion. When the sneezing didn't stop after several weeks I figured it must be an allergy of some sort or so I thought.
When they were referring to the cold I believe they meant extemes, because at the time our country was going through deep freeze temps of minus 35 to minus 40 and even though our furnace was running from Jan until mid April our house was freezing or so it felt very cold to me..

I am still unsure what made me sneeze daily for months, all I know is that I am better now, and hopefully will stay that way. Strangely enough this spring I don't have any spring time allergies which are usually problematic for me.

In my google search I read that people with FM tend to have an non allergic rhinitis which is sometimes triggered by the weather. Since I have CD and FM, could I have had a rhinitis spell?

Thanks Judy, and yes I guess cold did trigger immune response because my immune system has been more active this year. I also had to use my asthma puffer more this year as well.

When you say cold can trigger an immune response I wonder if it's because I'm so skinny and have hardly any fat layer insulation to protect me so I would think it's no small wonder that I had a immune response from freezing. Okay, that's my guess but I hate being cold.