Place a caulk canister in a caulking gun so that the canister's nozzle points in the direction opposite from the trigger. Press the nozzle's tip against a bedroom window's outdoor edge. Squeeze the caulking gun's trigger gently to dispense the caulk. Move the gun to apply the caulk in a line, or bead, along all the window's edges. Seal each bedroom window's edges with caulk using the same technique.
Apply caulk around interior exhaust fan vents, television cable jacks and telephone lines inside your home. Also place caulk around electrical outlets and switches.
Measure the length and width of the bedroom's windows. Tear off the amount of insulating tape required to cover one window's length, and push the tape against the gap along one long edge of the window where it meets the window frame. Repeat the procedure to cover the gaps along the window's other edges as well as the gaps along other bedroom windows. Insulating tape reinforces heat insulation and prevents air from entering the room through the gaps.
Place plastic sheeting over one bedroom window, and attach the sheeting's sides to the window with double-sided tape. Set a hand-held hairdryer to its low heat option, and turn on the appliance. Hold the hairdryer at least 12 inches from the sheeting, moving it from one section of sheeting to another. Warming the sheeting seals it to the window. Repeat the process for each bedroom window.
Check for and cover leaks around the bedroom's heating vents. Gaps around the vents lower the heating system's ability to distribute heat throughout the room.