The moisture is supposed to wick to the outer layers where it will evaporate. But in winter or below freezing, you aren't going to wick everything before it starts to freeze. But hopefully it is going to freeze on the outer layers of your clothes which is why in winter they say to wear in layers. It is also important not to wear too much in winter. You should start out in winter a little chilly and make sure to open pit zips, pockets, etc as you start to get to normal operating temperature to try not to sweat too much. Don't be afraid to stop and remove a layer because it is important that you're not a wet rag when you get to work.

I enjoy winter hiking, be that snowshoeing, X-C skiing or backpacking and in winter, I dress in lots of layers, sometimes not even using any one large winter item. I'll wear a baselayer of something breathable Coolmax and then a thin cyling jersey above that and finally a waterproof Gore Tex shell when hiking. Are you wearing a baselayer, if not, you should try one, you can get long sleeve or short sleeve coolmax baselayers for around $10 from SierraTradingPost and there are coupons out there, you can check out the "hot deals' forum here for occasional coupons.

At best, you should wick the moisture away from your skin but don't expect all of it to evaporate on the colder days no matter how expensive the clothes are. There is absolutely no reason you cannot buy quality stuff fairly cheap, just look for coupons, Overstock.com, Sierratradingpost, REI-Outlet, Campmor, EMS club days, etc... etc..

Jay