2004 Mazda3 is stalling when idling in cold and damp weather?

In the cold weather my Mazda 3 is stalling when I am idling. It will shut right off, but I can start it immediately afterwards. It seems to be fine when I first start the car, but after getting off the highway and I come to a light, it will rev down, chug for a bit, and then maybe just shut right off. Any suggestions?