The main problem with shooting snow is that the camera meters everything as if they are grey, so when you picture has a large patch of white it will underexpose it and the white will turn out grey.
Since I am using a digital camera, I did not do anything to exposure compensation, but relied on PS to correct the levels and colour balance. The result is of course a little higher in the noise level, but not very noticeable expecially for web posting.
I guess the correct way to do that is to use exposure compensation of +1 or +1.5 EV when you shoot in such conditions. Alternatively, use spot metering and meter off something that is grey.