Stef- take a gander:

www.kiddiesgames.com/jacketinserts/

"get a couple yards of wool (I inherited a cute brown plaid) wrap it around you, belt it at the waist, drape over arms & pin with a strong broach at the chest. if you want, you can leave enough spare to make a hood of sorts. Since it is so very adjustable, you can wear baby any way you please- I wouldn't go sledding or play rough in this outfit, but for walks etc, it works and can look classy with a little practice (I got the idea from an SCA website on traditional Scottish garb)"

Yes, the article of clothing you emulate is called an "arisaid" (ah-reh-setch), and does work well. At the time my daughter (my eldest child) was born, I was portraying a 16th-century Highland Scots woman at the Renaissance Pleasure Faire (North). The arisaid, a full-width (60" wide) of wool approximately four to six feet long, worn pinned at the shoulder, draped down the back, and belted at the waist, was already a required piece of costuming for me, and I quickly figured out how to drape it across my torso and rig it securely enough to tuck little Gwyn into the spot just above the belt. This was also a very visible demonstration for the patrons of how different from other cultures being portrayed, and even their own modern way of approaching life, the Scots mindset was (the manner of wearing this bit of fabric was not decorative at all, but utilitarian: it provided an easy way of transporting the cloth one relied on for such vital things as shelter and warmth, carrying water, etc.) It made nursing super-discrete, as well.

Of course, this was late August and September in Marin county, so the 35-plus pounds of wool I wore was not needed at all for warmth, but I made sure to wet the wool above where she nested regularly to get some evaporative-cooling action going. And, while I wore her in this fashion almost constantly (including throughout our long marches through Faire site from our camp to the stage), I did not feel comfortable wearing her while dancing.

i use the moby-d wrap and put on an oversized coat. warm and snuggly.

if you are in a warmer climate maybe just use your wrap/sling and put a shawl or poncho over the top of the both of you.