Why when its cold outside your car squeals when you start it?

Depending on the sound, it could be a slipping belt or a worn pulley bearing.

A slipping belt is typically caused by a belt that needs adjustment or by a weak idler spring.

A worn pulley bearing can be any of a number of things, the bearing on an alternator, an idler pulley bearing... who knows until you get into it.

Also, sometimes a worn heater motor will make a terrible noise when it's cold, as can a radiator fan motor.