I don't have any experience with protecting it from the zone 6/7 cold, but I can tell you what not to do when planting in clay. You definitely don't want to amend the planting hole with any sand or organic material. When I first moved to my current house growing anything in clay soil was totally new to me, I learned the hard way with a nice 5 gallon size windmill (among about a dozen other things I killed) about how not to plant in clay. My initial inexperienced response to planting in clay was to dig a giant planting hole and amend the nasty clay with sand and compost until it was beautiful soil. However I soon learned, If you dig a hole into the clay and change the drainage of the soil in that hole (by amending with anything) you will create a small bog. I have anywhere from 2-12 inches of topsoil before I hit the really dense clay beneath. If I can't buy a plant that will be upset with wet feet in heavy clay, in a size with small enough root ball where I can fit it entirely within the layer of topsoil I have to work with, I will plant it raised. Dig a planting hole the width required for the pot size, but only to the depth of the surface of the clay. Then backfill with the soil you removed, and extra soil if you need to, and mound it up around the root ball (you can use amended soil here if you want) so you have planted into a small hill then mulch. Basically you have made a very localized raised bed.

Very, very easy palm in a container, so thou can relax. They can take anything prom direct, southern sun to partial sun. But I would strongly suggest you grow your palm in shade for a couple of weeks until it acclimates to the pot and the move (you don't know what light condition it was growing in previously). Mine (including the potted ones), are outside and difficult to overwater them in the heat of Summer. They grow best in moderate warmth though, so don't be surprised when they slow down in high heat while your other palms take off. Growth will resume in cooler temps. Good luck!

It would help if you stated where you live and where the palms are sited.

Sorry for your loss bearthompson, last winter has affected many gardeners. I am starting out with a new Trachy this spring, and will be adding lights next winter. I ordered some of the Mediteranean fan palms, and they are brown already. We had no frost, we had tons of rain. Wait a minute maybe the "mediteranean" fan palms need dry soil. My soil gets tons of rain. Unless we get a drought, which we had in the 80's. I know I can't grow tender plants, unless they are near a plug. I tried burlap on a windmill palm, it is brown. I will give it til June 7, 2014. If no green then, it's dead for sure. Bearthompson, you may need to replace yours, just be prepared for a quick cover, if need be next year. You may never see such carnage again, though. Wondering bearthompson, if you have any live oaks, how have they fared? Any near you looking bad/good?