How can I stop winter weather from rusting my chain?

On my Monday commute I rode through snow/slush both ways. When I got home my bike had slush caked all over it, so I knocked off as much as I could, then gave the bike a rinse with warm water.

I didn't ride yesterday (5F in the morning), but this morning I discovered that my whole chain and a couple of the cogs were covered in rust. I cleaned and lubed the chain (with triflow) just last week.

Is there anything I can do to save my chain from the slush? Or do I just have to re-lube every time I ride in nasty weather?