Try 2 things ...
all weather golf gloves: http://paylessgolf.stores.yahoo.net/mibrthcowego.html

or football gloves: http://www.nextag.com/Receiver-Gloves--zz2701110zB4z5---html

and keep hand warmers in your pockets: http://www.industrialsavings.com/hard-hats/warmingpacks.html?gclid=CK_U78SI2JcCFQv7agodb2D_Dw

OR, don't book outdoor winter gigs !!!

t.