Block the cold
You must add some warmth to your ear in case of pain. The best way to get quick relief would be to place a hot water bottle on your ear. This will ease the pain somewhat from your ear. You can also use microwave gel packs in this case as they will also add warmth to your ear in case of pain. Keeping your ears warm for a considerable period after coming back from cold weather will cure the pain.
Take the necessary medication
There are many medicines in the market which will relieve the pain in your ear. You can ask for any painkillers that will treat the problem and will help in reducing the pain. However, do not use any medicines without consultation from the doctor. You may ask the doctor and take the particular medicines that he suggests.
Avoid cold temperature
You need to avoid cold temperatures and take good care by covering your ears all the time. Use mufflers, caps or hoods to prevent any cold hitting your ears. A good way would be to wear a scarf with a muffler. This will prevent any cold coming close to your ears and will keep them warm at all times.
Visit your doctor
If you are unable to get rid of the pain by any of the above mentioned procedures, take no time in visiting the doctor. A failure to do that may result in an increase in pain which you certainly would not want. There may be some other problem which you may not be able to figure out so get a thorough check of the affected area.