Think how you would feel if you were cool; then how you would feel if you were cold; again, how you would feel if it were freezing. In this state you would be shivering all over. Now think of just the opposite conditions; construct such a vivid image of heat that you are able to experience the sensation of heat even in the coldest atmosphere.
It is possible to train your imagination until you do this, and it can then be turned to practical account in making undesirable conditions bearable.
You can think of many very good exercises like this. For instance, if you feel yourself getting hungry or thirsty and for any reason you do not wish to eat, do not think of how hungry or thirsty you are, but just visualize yourself as finishing a hearty meal. Again, when you experience pain, do not increase it by thinking about it, but do something to divert your attention, and the pain will seem to decrease. If you will start practicing along this line systematically you will soon gain a wonderful control over the things that affect your physical comfort.