Clear away mulch and leaves from the base of the tree, using a rake. Mound up dirt around the root bulb of the tree to protect the roots from freezing. Removing debris will help keep the tree warm once you've wrapped it.
Wrap the trunk of the tree, starting at the base, with burlap material. Use sections of twine to tie the burlap to the tree. Cover the lower part of the branches, leaving the top bare.
String Christmas tree lights over the top of the tree. Use outdoor lights, but avoid using electrical lights if the tree is wet or there is standing water on the ground. Lights will keep the tree warm.