I've never seen anything exactly like that, but I know of things it's similar to...
Stoneflies (Plecoptera)
Web-spinners (Embioptera)

I'm guessing it's the 1st one...

Seems a good fit for Capniidae. Though this certainly had to be far larger than 1 mm. Did you mean 1 cm?

Yes that is 1 CM. thanks

This is most likely a Grylloblattodea or Rock Crawler. They are often found in the snow and most are only active durning winter months or at higher elevations. These are rare insects to find and are closely related to the orthoperan orders.

Grylloblatta is the only genus in North America under which there are 10 different species.

First of all, it's cerci are far too long. 2ndly, the animals are found in caves & at snowy, alpine regions at high elevations.
Plus it's head is too square & it's eyes are large & round.
http://pick4.pick.uga.edu/mp/20q?act=x_ant&path=Insecta/Grylloblattodea&name=Grylloblattodea&xml=Insect_orders&common_name=Icecrawlers
http://tolweb.org/tree?group=Grylloblattodea&contgroup=Neoptera

& with that comment I withdraw my guess of it being a web-spinner.

After closer inspection you are most likely correct I didn't look at the eyes, and the color is off most are lighter color. I'm by no means an expert in Grylloblattodea, and will gladly admit to being wrong on an ID for these insects.

I would say it is a stonefly also.

...to see a grylloblattid... well, not really, but it would be a great experience. I'm pretty good at picking up on shapes & I remember pictures well (I love field guides & would look through them as a little boy even though I couldn't read them.)

I live in New Hampshire, and I don't think there are any rock crawlers on the East coast.

I'm not trying to make anyone look bad. Heck, I'm 19 & just about everything I've posted has been put in the ID Request section. XD

On another note, it does look awfully out of place there on the snow...