Marie, it somewhat depends on how cold your weather is supposed to be. Just at or below freezing? Down in the single digits (which is what we're getting at the moment)?
If only a little below freezing, covering with a blanket or something will certainly help protect them, although I agree that plastic isn't the best idea. You could also try placing a bucket, jug or whatever of hot water underneath the covering with the plant. And, maybe for future reference, if you could make some sort of cage or other type of support for a covering that wouldn't be touching the plant, that would be ideal.
On the other hand, if your temp is going way down, I'd still suggest covering the plants up as best possible, but they will likely suffer some damage.
