Hey there Kim.

I too am prone to coughing fits induced by exercise in the cold, but thankfully mine don't last as long as yours. Don't know about you, but my coughing is decidedly asthma related. I find that taking it easy for the first while is really important. I guess it gets the lungs used to the temperature a bit before they have to work too hard. Keeping well hydrated is also helpful, as is taking some Ventolin (salbuterol) before I start exercising if it's really cold, although that won't apply to you if you're not asthmatic. (Could you be? Exercise + cold is a fairly common trigger.)

Anyway, hope that is vaguely helpful.