Pontiac 2004 Grand Prix Owner's Manual page 267

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Put on extra clothing or wrap a blanket around you.
If you have no blankets or extra clothing, make
body insulators from newspapers, burlap bags,
rags, floor mats – anything you can wrap around
yourself or tuck under your clothing to keep warm.
You can run the engine to keep warm, but be careful.
{
CAUTION:
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 can't 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
your exhaust pipe. And check around again
from time to time to be sure snow doesn't
collect there.
Open a window just a little on the side of the
vehicle that's away from the wind. This will help
keep CO out.
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