Maria, all my Caminos have been in the winter/spring. Conditions are safe or dangerous, not seasons. I finished the Le Puy route at Pamplona in late May, 2010. Crossing the Pyrenees should have been a breeze, but I was, in fact, obliged to go by the alternate route. Conditions were terrible. When I resumed the following winter from Pamplona, walkers coming from behind - everybody overtakes me! - said they had no probs at all with Roncesvalles. Feb 2011 was freezing, but quite dry.
If accommodation is a little scarcer at the cold time, or albergues are not heated, you may want to invest twenty or thirty euros in a hotel or inn. Apart from that, it's the old advice: stay dry, layers not bulk, don't be a hero (in fact, be a sook) in harsh conditions.
I'm tied down in the Euro autumn because it's the Australian spring and I have some bamboo to attend to at that time, but I'd love to do an autumn/winter Camino. So I'm actually a bit envious!
Rob