Both of mine do that sometimes too. Once when Kito did it, he was whining and whimpering so I checked it out--he had snow caught up in his paw--I took my glove and wiped it clean, and he was ready to run again. They do it if they step on salt to, and just generally out in the snow--but they usually walk it off, or run to mommy to fix it. I don't think it's anything to worry about.