No. It's supposed to do that when the outside temperature is below 40 degrees (f). Perfectly normal for your nipples to get hard when you are cold. I'm not really sure why it does that, and I don't feel like reading my manual at the moment.
<span style='color:green'>Nobody likes you.</span><img src='http://www.bmw-forums.com/forum/html/emoticons/ph34r.gif' border='0' alt='user posted image' />
<span style='color:green'>Are you experienced, little girl? I want to know what goes on in your little girl world.</span>
<span style='color:green'>I'm the man! I'm bad, I'm so bad I should be in detention. I'm the man!!!</span>