My 3 1/2 month old girl has started moving around in her cot a lot more, and wakes up cold. I'm trying out a baby sleeping bag tonight in fact, it's one of the ones that doesn't have any arms, it just does up over her shoulders, so she doesn't get too hot. Another thing you can use is a safe-T-sleep, they're pretty expensive though, nearly $100NZ, they have two parts, one that wraps around the mattress and the other wraps around baby's abdomen, stopping her rolling over etc. Your wee one might not like it very much though if she is used to being able to move around. They have a website if you want to find out more about it.
Rochelle, NZ, baby girl born 22.10.2003