Bill -
I'm in the Chicago area as well - but my garage is attached so it doesn't get as cold I imagine.
I've got a system out there, as well as TV, and a computer and haven't had any problems. I imagine if you're going to be spending anytime out there in extreme weather you'll be running a heater while they're in use anyway.
You could always email Klipsch and ask if there is a suggested operating temperature for your speakers, or speakers in general.