With Unot's help, I figured out how to get the winter sidebar using
Proxomitron. For this, you need to have the Valentine's sidebar unlocked and set in your preferences (changing it from the regular yellow sidebar requires further instructions that Unot can give you).
1.) Install and configure Proxomitron as per its instructions.
2.) Open Proxomitron, and uncheck everything under "Active Filters" except "Web Page Filters" - leave that checked.
3.) Click the "Web page" button.
4.) Uncheck all the boxes. (Having them checked messes with some Neopets functions)
5.) Click the "New" button.
6.) In the "Filter Name" field, type Valentines to Winter (it can have any title, that's just what I put).
7.) In the "Matching Expression" field, type: images.neopets.com/t/val
8.) In the "Replacement Text" field, type: images.neopets.com/t/hol
9.) Click OK. When that window closes, check the box next to "Valentines to Winter" (or whatever you named it), then click Apply, then click OK. Refresh Neopets, and you should have the winter sidebar.
But you always have to have Proxomitron running, or else it'll revert back to the Valentine's sidebar.
Edit - I don't know the 'legalities' of doing this, so don't blame me if you get frozen for doing this!