Saturn 2008 AURA Green Line Hybrid Owner's Manual page 210

You can run the engine to keep warm, but be careful.
4-20
CAUTION:
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Snow can trap exhaust gases under your
vehicle. This can cause deadly CO (carbon
monoxide) gas to get inside. CO could
overcome you and kill you. You cannot
see it or smell it, so you might not know it
is in your vehicle. Clear away snow from
around the base of your vehicle, especially
any that is blocking the exhaust pipe. And
check around again from time to time to be
sure snow does not collect there.
Open a window just a little on the side of
the vehicle that is away from the wind.
This will help keep CO out.