Although your head and neck take up only 10% of your body surface, you can lose more than 30% of your body heat through your head (kids lose up to 60%). Unlike other blood vessels, the arteries in your head and neck don't constrict in the cold air (they need to get blood to your brain). As warm blood rushes through, heat easily escapes. Bundling up keeps the heat in, where it can be transfered to other parts of the body -- like your frozen toes.