I have a similar problem with our (very expensive) Medota propane fireplace; it pours freezing cold air into our family room during the winter!!!! The place where I bought it from says this shouldn't happen and "it must be installed wrong" but I think it's just part of the design -- there is air flowing in from the outside vent. I am really, really mad about this -- I sure wish we had just built a real fireplace.

Boy it sounds if you and swissmiss have issues with zero clearance fireplaces. With yours though there are several things that could lead to what you are expiriencing.
1. Down draft from the chimney pipe. This is indicated if the room smells of old burnt wood or creasote when the draft is noted.

2. Air leaks from the framing around the fireplace. An easy check for air leaks is to take a lighter, long match, or candle and move it slowly around the outsides of the fireplace where the construction materials meet the face of the actual fireplace if there is an air leak it will either blow the flame to point into the room or if it is sucking air it will draw the flame toward the wall.

3.When a fireplace is installed on an outside wall of a house there is a cavity that the fireplace sits in and the pipe for the fireplace passes through that extends above the roof area called a chase. This cavity in what we refer to as extreme climates such as winter conditions in the northern US the chase should be insulated from the slab all the way up to the point of termination above the roof. This would eliminate the draft or cool air coming in around the fireplace to a more tolerable level.

Any questions at all feel free to contact me at maverick_75457@yahoo.com