I went to school in a very cold place, and this was a problem. Gloves didn't do squat. Sometimes I got the feeling that they made my hands colder.
I programmed under the blanket.
If that's not an option, you could (god forbid) exercise strenuously (do 50 jumping jacks), after which you would be very warm for several minutes. :D
There are those hand warmer things that you can get at any gas station. You shake them and they're hot for hours. You could put one in each glove...