They hate cold winds, so placing it somewhere out of those is essential, otherwise it should be fine. I'm not suprised it blew over in the sort of gales we've been having, but really, it's cold easterly or northerly winds you need to protect it from. Bitter cold for long periods might mean you need a bit of horticultural fleece over it, plus a bit more protection to stop the compost freezing, but so long as those winds aren't bothering it, it should be fine.

Thanks B, my son moved it right into a corner out of the wind and I have plenty of fleece for over the top. Won't it get very wet though or does it dry quickly ?
And I'll add more insulating material at the base as you suggest.

You've done the main thing, Hank, you've lagged the pot. I think that's where the biggest danger lies - frozen roots where any shrub is in an unprotected pot. I've lost 2 bay trees now - they are really quite susceptible to cold until they are very well established. Good luck!

Should the worst happen you can cut it down and it should sprout from the base and you can train it into a round bush. Worked for me.
Lots of people recommend removing the fleece when the weather is mild. Sounds like a lot of hard work to me but its probably the best way.I don't have anything that needs fleece and that simplifies things! (My bay is in a sheltered South facing position and has survived so far, but it is quite mild here.

As Steragram says, remove the fleece and dry it out periodically, or between cold spells.

Thanks guys, My wife set it over 20 years ago and I'd hate to lose it. I think I might get my son to put it in the greenhouse after all.