why won't my 95 jeep GC start in the cold weather?

I have a 1995 Grand Jeep Cherokee Limited. However when the weather gets cold, it stalls and won't stayed cranked up. The first time I try to start it up, it'll shut itself off automatically, then after the third try, and after giving it some gas. it'll allow me to actually drive a short distance, then the security feature on the dash and my lights will start blinking. Is there any specific problem why my car will only act normal in warmer weather? It did the same thing last winter and it was literally parked for a week. Oh, whenever the security feature and lights start flashing, I'll have to pull over and turn the key in the passenger side door as if I'm turning off my alarm.
Help please, cause I love my jeep and hope its something fixable. can't exactly afford a new car.