Okay, that makes sense. Because it does feel warmer to me outside than it did yesterday at the same temperature.
Well, if you're comparing it to yesterday before the rain/sleet started, then there is another difference that is likely responsible. I'm fairly certain that the air outside today, after the system had moved through, was drier than it was yesterday when the system was moving in. More moisture in the air will certainly make it feel colder.
Water has a higher specific heat capacity than the air does - in other words, it stores more energy (of lacks more energy) than air does at the same temperature. Basically, that means it has the ability to suck heat from you at a faster rate than air does. So, if there is more water in the air, then it will feel colder, even if the temperature is the same.
Think of it like this - if you were to go outside when it was 45 degrees, it might feel cold - but not nearly as cold as it would feel if you were to jump into 45 degree water.