Photographing in the snow can be very difficult for some people, while this is not necessary. With a few simple pointers you will improve your snow photos.
First you must be aware that snow is white and reflects a lot of light. To correct this you need to tell your camera to overexpose. You need to experiment to find the right setting, in my own experience it differs between 1/3 stop to 1 1/3 stops. It all depends on the total picture. There are more than enough resources on the web that will explain how to deal with this.
For now I want emphasize that there is another technique that can help a lot to improve your photos in a snowy situation; HDR High Dynamic Range images.
When you shoot in RAW (as you always should do) you can make two copies with different exposure settings of one photo. So you make a -1 stop and a +1 stop version of the original. Together with the original you can use these copies to create a HDR via Adobe Photoshop or Photomatix (there are other programs that will work as well, but I do not have any experience with these).
Make sure that you don’t go over the top with your HDR settings, just some subtle extra definition in your shadows and you whites should do the trick. I have included an example. On the left you see the HDR version and on the right the original RAW 0 stop version. The HDR version has more detail in the snow areas without losing too much contrast and brightness.