That is pretty typical for membrane-style waterproofs. If it is cold and damp, the relative humidity outside your jacket can be too high to allow vapour to pass easily. I prefer windproofs over waterproofs when its not raining.
A couple of solutions in the UK, where cold and damp are not unusual include:
http://www.paramo.co.uk/en-gb/
and
http://www.buffalosystems.co.uk/
Both are favoured by Scottish winter climbers, mountain rescue and other serious users over Goretex style winter jackets.