Hmm, wonder if you really needed that ps pump. Sounds like just a belt problem - its either loose, worn out, or both. It wouldnt surprise me if they changed the pump but not the belt, alotta shops do things that way anymore.
The PS belt is towards the bottom i think, so youd just wanna jack up the left side of car, remove the wheel and remove that inner plastic fender cover to give you access. If the belt looks new (the white manufacturers letters might still be visible on the outside), then just tighten it. To do that you find the pivot bolt and the clamp bolt and loosen those and tighten it or change it. There might be other belts in the way and you will have to do the same to these accesories too, and might as well change them too if they are in the same shape as the Ps belt.
Or another possibility, maybe the p.s. fluid is dirty or has some moisture in it. Suck out the fluid from the res and replace it. Then run the engine a minute, do it again, and once more. The pressure relief valve could be sticking and maybe the cold weather aggravates it.