Condensation happens when you bring it into the warm house, from the cold outside. The humidity is usually considerably higher indoors than outdoors in winter, and when you bring your cold camera inside, condensation forms on the surface. The D300 is pretty well weather sealed, so as long as you don't open it before it warms up, (ie: remove lens, open doors, seals, etc.) you should be alright. (take the CF card out while still in the cold dry environment). On very cold days, I just place it in my camera bag and zip it up, leave it there for an hour or so until it warms up. I have never had a problem.
If you are still concerned and would like to be more cautious, put it in a large ziploc bag before entering into a warm humid environment. That's what I used to do before I acquired my D300. I know of one friend who fried his Canon Rebel when he turned it on right after coming inside out of the cold.