Shawchert, we lived near Lake Ontario for years, and I had rosemary outside, in the soil, that survived and even thrived. The trick is to put the rosemary in a microclimate. We had it next to the stone foundation of our house and in an "ell" where the "lake effect winds" didn't get to it. The stone foundation provided warmth from the sun (a three high stack of bricks behind the plant will do the same thing) and the wind protection kept the ends from getting cold burned.
As an alternative, you can cut stems from your rosemary and hang them to dry. Then when you need rosemary, just chop the dried leaves very fine and add them to your dish, or wrap the whole stems in cheesecloth and add them to the stew, soup, or whatever.