I ride steel in the winter and have no problems. A lot of other people do too. Rust isn't really a big worry for most people, and there are 40+ year old steel bikes out there all over the place doing just fine.
Just don't store it in the elements and if you ride in pouring rain, allow the bike to dry completely -- some people take out the seatpost and turn the bike upside down in case any water needs to drain, but I'm too lazy for that.
You can use framsaver or some other rust-inhibitor inside the frame if you want to. I treated my Surly with boiled linseed oil when I first got it, but haven't done or thought about doing anything since.