Ice? If the road is a sheet of ice no tire, ABS, traction control, 4x4 is going to help you. Ice is the equalizer amongst cars and trucks. If you have 4x4 on ice, that is two extra wheels you have spinning.
If you put kitty litter in the trunk on ice, that is something for you to take a chit in as you spin off the cliff.
Now snow is different, snow the tires can help, the 4x4 can help, the ABS isn't so much of a helper on snow and ice. In fact sometimes ABS can hurt you. On Snow you want to be gently with the power and braking. ABS can disurpt this gentle application of the brakes cause you to spin even worse. The goal in snow is never to slam your brakes on, if you have to you already screwed up badly.
And why does everyone seem to think the Proteges are so horrible in snow? Drove through a blizzard when I had mine, no problem. It isn't the car, its the knowledge and experiance that will get you through it.
Go take you car to a parking lot and practice, even if it is in a little snow you can learn a lot.
Edit: About the cops, this doesn't mean go to a parking lot and do donuts. Just go and try to make different degrees of turns, stopping etc. Heck ask a cop if it is alright, least here they don't care so long as you aren't speeding or just doing spin outs.