Canister stoves don't work well below 20*F. When it gets that cold, the propane part of the mix boils off first and you're left with isobutane at or below the temp at which it becomes liquid.

Keep the canister warm (prewarm it in your armpit under your jacket while doing a vigorous keep warm dance--it will really wake you up!), use a windscreen most of the way around (do feel the canister frequently while you're using the windscreen so the canister doesn't overheat and blow up), put the canister on a piece of foam pad to insulate it from the ground. Actually, when it gets that cold you either need a white gas (liquid feed) stove or a remote canister stove like the MSR Windpro II or Kovea Spider that uses an upside-down canister and has a tube next the burner to vaporize the gas (which basically converts the canister to a liquid feed).

It's one thing going stoveless in warm weather; quite another to be doing without hot food and drinks in below-freezing weather!