I've talked about how we have to trick the in-camera meter to deal with snow scenes before, but it is worth reviewing at times.
As a more detailed explanation of the need to compensate when shooting in snow, here’s a good example.
Remember that all light meters give you an exposure that would place whatever is covered by it as 18% grey. So if the scene is mostly snow, the exposure will be underexposed significantly. The solution is to use the exposure compensation feature of your camera. On a point and shoot, it may be a little button you push on the back of the camera, and then rotate a dial. On a DSLR, like the Canon 40D the shutter button pushed half-way down, you simply rotate the dial on the back of the camera.
If you are shooting with film, you can start with a minus one stop setting and bracket a stop in each direction. If you are shooting with a digital camera, simply check your histogram to make sure the highlights don’t blow out. Experience will help guide you once your done this a bit.
Above is an example of what happened by just letting the camera decide exposure in shutter priority mode. The accompanying histogram below shows loss of detail in the shadows (whenever your histogram butts up to the left edge), and that the snow will appear grey (the highlight value is far away from the right edge).
Now here is an example increasing the exposure 2/3 of a stop. Notice in the histogram that all the shadow detail has been held, and the highlight values have increased to make the snow near white.