Yahya related to me from Malik from Nafi that Abdullah ibn Umarcalled the adhan on a cold and windy night and included the phrase,"Do the prayer in shelter." Then he said, "The Messenger of Allah, mayAllah bless him and grant him peace, used to orderthe muadhdhin tosay, 'Do the prayerin shelter' when it was a cold, rainy night "
App reference: Book 3, Hadith 11
USC-MSA web (English) reference: Book 3, Hadith 11
Arabic reference: Book 3, Hadith 157