Last winter I left my water filter pump running all winter, and had no problems. I have found that during the winter months there is very little waste to filter from the water, but my thought was to create as much natural enviroment as possible. In a narutral lake or stream the water flow doesn't stop just because it's winter. In addition, the boi-filter will continue to do it's part maintaining the aerobolic bacteria as the temps change through the winter months.
I also used a submersible heater to minimize the chance of any of the plumbing in and around my pond from freezing up and breaking.