There is a solution for sliding glass doors that is popular in cold states like Michigan.
It is essentially a large plastic film, like Saran kitchen wrap, that you stretch over the frame for the winter months. It works great, but the downside is that you cannot practically use the door during the winter, which may or may not be a problem for you.
Here is a link that I found using a Google search:
http://www.consumerschoicewindowfilm...ndow_Kits.html