The translation by mcsf is correct. Some additional info: da　（だ） is short, less polite form of desu (です）。 re: Wa, you must use "わ”, not "は”。　It is used in a language used by females in general; normally men don't use it. Both genders can use　"ne" ね　or "desu" です、etc. Your assumption is correct; it's a particle for affirmation that does not have any additional meaning (ok, it can sometimes indicate if a female or a male has said the sentence as you can see) :-)

It means: "I am fine but it's cold." But i don't know well japanese. Just understand it a little. So i can't explain you the "da" and "wa". I think it's for making the words sound better.