I too have EI asthma. Excercising in cold weather takes practice and patience. Try a 25-minute easy warmup followed by a 5 minute tempo (just fast enough that you can't carry on a conversation). It's torment while you do it, but it helps to open up your lungs.
I find after I have an attack and recover, my breathing ends up better than when I started.
Throat and chest pain is normal--but don't push it too hard or you'll ache for days. Chain-smoker's cough is also fairly unavoidable. Mmm, phlegmalicious.
Once it gets below freezing I like to breathe through a scarf to help moisten and warm the air. Cuts down on phlegm, and absorbs snot! Yummy.