Making Seasonal Data form Monthly

I've got a climate data set spanning a number of years in monthly intervals, but I'm only interested in what happens in winter months - October through to March. I've narrowed my data set to only include these months, but now I need to group them into yearly winters eg. winter of 2006-2007, winter of 2007-2008 etc.
I have no idea what code to give R to get this to happen. Please can somebody help.