If the wind chill is already rendering your lips chapped and dry, do something about it. Wearing lip balm, or creamy lipsticks and sunscreen may already go a long way. Avoiding lip-licking is also another. Also, make sure you keep fully hydrated. If the chapping is really bad, get a prescription for ointments and avoid the cold as much as you can.
But for everyday softening, you can do either of two things:
1) Every brushing, brush your lips as well to rid it of dried skin.
2) Once a week, smear petroleum jelly on your lips and leave it there for some 30 minutes or so. After that, with an old toothbrush, brush your lips
Remember, chapped lips CAN become infected so it's really important that they be addressed. Besides, you wouldn't want anyone to say you do not have the softest of lips, right? :)