Indoor Camping

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One sure fire way to beat the winter blues is to do something that screams summer, and nothing says summer like a camping trip. Set up a tent in your family room or living room, fill it with flashlights, battery operated lanterns, pillows and sleeping bags. If the room has a woodburning fireplace, light a fire and let the kids roast hot dogs and marshmallows.
Indoor Picnic

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Winter meals tend to be made up of heavier (comfort) foods and can become a bit boring to kids. Switch things up a little and have an indoor picnic for dinner. Spread a blanket on the floor and serve a dinner made up of summer favorites like hot dogs, burgers, salads and fresh fruit. The kids will love it and it`s fun for mom and dad too.
Outdoor Ice Skating

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Cities everywhere create artificial Ice Rinks every year for the enjoyment of the residents. These rinks are free to use, and well maintained to ensure safety.
Building Snowmen

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Get the entire family bundled up and head out to build snowmen. Light a winter bonfire, serve hot chocolate and toast marshmallows. Make a day of it by inviting friends and family members to join in the fun.
Christmas Light Tour

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Pack up the kids and take a drive around town to see the Christmas light displays. Some towns hold contests for the best displays, and some folks go all out. Many homes that have these elaborate displays leave a donation box outside and the money that their display raises is given to a local charity.
Story Time

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Many local libraries offer a story time for young kids. The stories are read by volunteers so there is no cost. Mom and dad can drop the kids off for the allotted time, or catch up on some reading of their own.
Marathon of Movies

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No matter what time of year it is, kids love movies. Most libraries have a large selection of movies for all ages. The rentals are usually free to anyone with a current library card. Break out some soft drinks, pop some corn and the kids will forget all about the 40 below temperatures outside. (make sure to grab one for the grownups for later)
Get the Kids Cooking

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Keep the kids busy by getting them to prepare (or help prepare) their favorite meal. Those parents who have nerves of steel could invite playmates over for an afternoon of cookie/cupcake baking and decorating.
Enjoy your winter.