Engine stop when is cold outside
 

First off all please excuse my English. I'm from Europe and my English is not so good.
I have a Montero Sport 3.0 V6 1997 and I have a strange problem (starting with last winter) with my engine: when is cold outside (let's say below 5 degrees) I start my engine... and start driving. In a few minutes or 2-3 miles (even if I wait to get coolant at the 90 Degrees before starting) I feel like the engine stop working (one shock like I cut the gas or the power of the plugs) and and immediately the engine stop (same feeling like I'm out of gas... slowly , reduced the RPM (rotation per minute... just saying) and stop). I try to start but nothing, the starter rotate the engine but is like no power on the plugs or no gas. After I trying more times... start working but at 400-500 RPM for few minutes (2-3 let's say) and after that everything go back to normal (900-1000 RPM) and all day I can run without any problem.
Anybody can give some ideas please?
Thank you.
PS: When the weather is warm I never had that problem. Recently I change all the valves, if matter.