I added running to my winter program last year after a lomg hiatus. I started with intervals three times a week and worked uo to about four miles at about a 8.5 minute/mile pace. I ran outside and on a treadmill. I definitely recommend intervals as a good way to ease into it. I'd also recommend going to your local running store and getting properly fit for a good pair of running shoes. While you're it, invest in some running clothes that will allow you to run in the cold. Finally, I do much better when I run with a buddy. Some people prefer running alone so just do what works for you.