Agreed with what everyone else said, plastic window insulation and space heaters are your best friend. Although I will say, make sure you also check that you aren't covering the heating vents in your room, as that can make a big difference. I also had a similar problem to yours, and one day discovered that the windows in my room actually fell open a few inches at the top if I didn't tape them shut. Hopefully not the case for you, but something to check for.