In the winter, weed control is more apparent than in summer. Why? Your lawn is dormant in winter and typically brownish. Winter weeds grow big and green in the winter and stick out like a sore thumb. These weeds then drop their seeds and spread and get worse each year.
Controlling these weeds now will keep your lawn looking nice and uniform all winter long. This will also keep these weeds from establishing themselves before spring.
First thing you need to do is identify the type of weed. Some are easy, like clover, some are not. If you are not sure what it is, take a picture and post on a landscaping forum. Google also has an image search that sometimes works, sometimes not.
All hardware stores sell selective herbicides. Check the label for your type of weed. Make sure it is safe to apply over your type of grass and go for it. This will greatly reduce the number of weeds in your lawn and you can no stay indoors on the upcoming cold days.