Cadillac 2006 STS - Manual (Page 296)

You can run the engine to keep warm, but be careful.
{ CAUTION:
Snow can trap exhaust gases under your
vehicle. This can cause deadly CO (carbon
monoxide) gas to get inside. CO could
overcome you and kill you. You cannot see it or
smell it, so you might not know it is in your
vehicle. Clear away snow from around the base
of your vehicle, especially any that is blocking
your exhaust pipe. And check around again
from time to time to be sure snow does not
collect there.
Open a window just a little on the side of the
vehicle that is away from the wind. This will help
keep CO out.
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