Bobbees,
Personally, I would protect with a windbreak and feed with granualted sugar on top of the brood frames (Mountain Camp Method). Another possibility, do you have another strong colony nearby? If you do, place weak colony on top of strong colony. Use a double screen with entrance for top colony (Snellgrove board-http://www.betterbee.com/products.asp?dept=302) and feed. The heat from the bottom colony will help to keep upper colony warm. If you do decide to move colony, try not to move with temps below 45 to 50 degrees. Any bees that fall from cluster may not be able to climb back up and will freeze.
Good luck
Al