Remove all excessive clothing and walk through it. Walk through the rain, avoid busses and public transport if you can, take the bike more often. You will expose yourself to cold temperatures and bacteria, but your resistance will get better the moment you start doing it, therefore decreasing the chance to get a cold.
Can this not be dangerous for someone?
Actually, I'm not sure it's true.... an inuit (eskimo)exposed to the common cold would probably become extremely ill, because they have no natural, innate resistance. As you rightly point out, the germs cannot survive in sub-zero temperatures, but the only object at sub-zero would be you...everyone and everything else would still be 'normal' so you would actually come off worse....
But it is true that we have become so sanitized and hygiene conscious, that, whilst on the one hand, this has worked in our favour by eliminating contagious bacterial diseases, we have in turn, cut down our natural resistance to these bacteria....