Steel entry doors are economical, fire-safe and durable. Available in a wide variety of colors and styles, steel doors can be made to look like wood, with the benefits of steel. Added security is one of the best features of a steel door. However, it is important to insulate your steel door well, to keep drafts from coming into the home. The door itself can also transfer cold into the house if it's not well insulated, but there are measures you can take that will help.
Check the door for proper installation. The door should be tight in the jamb, but not so tight that it doesn't swing. Check the hinges for sagging and look for any other gaps. Reset the door if it is not properly installed.
Apply weather stripping around the door jamb to prevent drafts from coming in around the sides of the home. Add up the length of each side of the door to figure how much you will need. Choose a weather stripping product appropriate for your location, such as vinyl or metal weather stripping for regions with harsher winters.
Apply a door sweep to the bottom of the door to keep drafts out. These are simple to install and can adjust for different threshold materials.
Fill the spaces around the door jamb with spray foam insulation to prevent drafts from seeping in around the door. Often, it is difficult to determine exactly where a draft is coming from -- or there may be a lot of little areas causing the draft. Spray foam gets into these smaller spaces and then expands, filling them up and creating an effective barrier.
Hang a blanket over the door in extremely cold weather to prevent the transfer of cold into the room. Hammer nails in through the top of the blanket and let it hang over the door. Though this is not the most attractive solution and can be cumbersome to get through, it is extremely effective at keeping the cold out during the coldest spells.