If you use a space heater or light a fire, watch your pets closely. They are as attracted to the warmth as you are, so make sure their tails or paws do not come in contact with flames, heating coils, or hot surfaces that can cause severe burns. Also, if a pet knocks over a heating source, the entire house is in danger of catching on fire.
For some other winter, indoor pet safety tips, go to: http://www.healthypet.com/PetCare/PetCareArticle.aspx?title=Winter_Pet_Care