Load of tosh..... The human body is an AMAZING piece of kit, and can withstand a hell of a lot of abuse.... Sure bits break and stuff goes wrong, but on the whole it's incredibly durable!
Sleeping outside in the buff with a zero degree temperature would fuck you up, but I doubt highly you would die from it. Of course, that could entirely be dependant on how long you endured such temperatures.... But humans have survived in far worse temperatures than that (probably not naked mind)
The human body can take an almighty battering and isn't as fragile as you think! I was watching SAW 5 last night and one thing that was said is the human body contains on average 10pints of blood but can still work (just) on half that ammount, which I thought was bollocks but apparently (according to my mums mate, who is a biology professor) it's true and you can lose half your blood content and still be alive! (although one page on a Google search suggested you could expire is you lose just 25% of you total blood ammount - but I think thats bollocks as your allowed to give upto 2 pints of blood in a donation, so if you could die from it, they probably wouldn't let you)