First off, what parts of your body were unpleasantly cold for you? When I ride my bike, my ears, feet, hands and my entire face get the coldest. Wear mittens instead of gloves, make sure your ears are covered with a toque
and headband.
But if you're really serious (5 miles of biking is a lot in that weather!) do all my tips on my
"Dressing for Success" video, except ditch the toque and headband and wear a full-blown snowmobile helmet. Not even joking. It works wonders.
EDIT: omg! I didn't realize that 22*F is only -5.5*C! All you need then is just a warm coat, mitts, a toque, and a scarf. I'd
kill for weather like that right now (it's 6.8*F without the wind-chill here, in March)!