Light therapy, in which patients expose themselves to a special type of light for 30 minutes every day, often helps for the treatment of SAD, or seasonal affectiveness disorder. Other treatments include

* Medicines
* Changes in diet
* Learning to manage stress
* Going to a sunny climate during the cold months

You can learn more here:

http://www.nlm.nih.gov/medlineplus/seasona laffectivedisorder.html