The last thing you should do if you feel like your vehicle is losing control during the winter is hit the brake and try to over correct with your steering wheel. It takes a lot of control and patience to stop a vehicle that's sliding on an icy road. Here is what WHITE-ALLEN CHEVROLET recommends that you do when you're faced with this situation.
If your wheels are turned drastically in one direction or the other, this will result in your vehicle potentially spinning completely out of control. What we tell people to do is consider what direction the back of your vehicle is sliding in. Your steering wheel should be adjusted in that direction, but only turn it a little bit at a time. You should also bring the steering wheel back to center periodically.