Well - don't try it at the moment! You will have to wait until the spring, now, I think.

If you are planning on using it as a Christmas tree this year:
1)keep it in the house for as short a time as possible
2)display it in a cool area - not the hot sitting room
3)make sure that the roots don't dry out
4)a light misting of water will help it, but probably not over the lights!
5)when you take it back outdoors it will probably need hardening off, particularly if this weather continues.

i hate to disagree,but the planting time for christmas trees is late november to early april,this is actually there dormant period.the roots can grow quite big so give it space,you probably have a norway spruce which grows the quickest.they dont like fertile soil but are tolerant of a range of soils but try to avoid very chalky,very heavy clay or very sandy.
also avoid frost pockets if its a young tree as it will damage new shoots.

I would never plant anything in freezing-cold ground but you also need to look out for scorching of the foliage by freezing winter winds......could be best to wait for spring.

Also, if it has been indoors it will need hardening-off before planting which is very difficult this time of year due to the extreme difference between in and out.

Agree about the size issue - many trees are put in a totally inappropriate place and have to be dug up later or severely trimmed.

One last thing - it will be trying to get established once planted so try to leave it alone rather than dig it up to use again as an indoor decoration.

there are 2 windows of opertunity for planting trees . one is late autumn and the other is early spring . ie just as they go dorement or just before they come out of dormancy . i prefer like bamboo the spring and as she sais after perhaps being in the warm till at least 25th of december it needs hardening of .try putting a goldfish in your pond now for instance .i wouldnt touch my plants or fish right now unless i realy had to .