If you have a door that lets in cold air from underneath the door, you should correct this problem since it leads to increased energy usage. You can correct this problem in a number of ways:

1. You can replace the sill of the door, or repair the existing one. This project will cost some money, and will require that you be somewhat handy, but it's the most efficient way to fix the draft.

2. By a "draft dodger", which is a something you put up against the bottom of the door from the inside to help stop the draft from coming in. This only works when you are in your house, and these things can still be pretty expensive (about $30).

3. Make your own draft dodger. While it may not be pretty, you can build one of these for free using stuff you already have around the house. Just get a couple of the cardboard tubes in paper towel rolls and stick them together so that the final tube is the same length as the width of your door. Then stuff the tube with newspaper, old plastic bags, or other stuff you have lying around which can act to trap the air in the tube and act as an insulator. Once your are done, cover the ends and you can place this up against your door to keep out the draft.