It's simple and quite glamorous, really:
"On the day of competition, he leaves his room at 6 a.m., armed with ski boots, skis, long underwear, hats, gloves, crampons and the critically important hand warmers. Carrying 40 pounds of camera equipment — and a computer — he takes a chair lift, then skis to a second chair lift that brings him farther up the mountain. From there, he either skis down to his shooting position or walks (very carefully) with crampons to the spot where he will settle in for a day of photographing in freezing temperatures.
“I take plenty of hand warmers and I tape them to the inside of my sweatshirt,” Mr. Mills says. “I put them around my kidneys, because all your blood goes around your kidneys, so it really helps to keep you warm when you’re basically stuck on the side of the mountain with your feet and ice crampons stuck in the ice. There’s not a lot of movement. You can’t just walk around because you’re basically at a 45-degree angle.”
Well, ok, not really so simple or so glamorous.
There's a slideshow of Mills talking about how he does his thing at the NYTimes site over here.