Helllp-My dog is Anti-Cold weather!!

Okay, I'm in the middle of potty/house training a 14 week old French Bulldog, & so far he's been amazing. This morning, the temperature was in the low 30's, and the windchill of 28. Rainy, foggy and wet! I set him at the door twice, and he ran back inside. Then two minutes later left me a GIANT present on the floor. WTH. The colder weather is new to us as well, having just moved from Texas, but seriously, if this is any indication of the future of our winter, we have to figure out something else. This is NOTHING compared to the extreme cold temps we will be experiencing by December-January.  Maybe I should be picking him up & setting him in the grass, versus giving him the option of going out if he feels like it.???? Ideas?