It depends upon where the drafts are coming from but in most cases the cold is coming down the chimney. There is a draft control on the front of the fireplace that opens and closes a flap in the chimney. Make sure this door is closed. If there is a lot of cold air even with the draft closed then you may want to push some insulation up into the pipe to stop the wind from blowing around the draft door. Here is how I would do this. First of all put some insulation in a garbage bag so the insulation is roughly a little larger than the chimney pipe. Next push this up into the chimney so it cuts off the draft. Make sure the plastic bag is hanging into the firebox where anyone trying to light a fire will see it. Pin a note on the bag stating that it must be removed before starting a fire. If the draft is still there you likely have an uninsulated chase. This is a problem you may want to call me about as it is a bit complicated to describe. Finally check to see if there is a fresh air vent outside that can be blocked. Once again place a label in the firebox to notify everyone that the fresh air is blocked.