When I drive on snow I stay in 1st or 2nd, mostly second because I want to keep the RPM down. The most dangerous part I have found is braking too fast (which on snow is regular braking) because it can throw the back end out, and the second most dangerous part is shifting. You need to match your RPM really well between shifts or else the rears will turn more or less than the front wheels and cause you to skid. If you are driving at a steady 15MPH you will be fine, but when you get an idiot in front of you and you have to brake that is when things get dangerous.
I have had to drive on snow 3-4 times, and the Boxster can do it just fine (it's not a Jeep, but I am always passing SUV's that lack snow tires). With chains I would image the Boxster would be perfectly fine on snow, but since I am generally too lazy to put chains on for a 10 minute drive, I just deal with the occasional little skid. I rarely worry about ice, where I am you only get ice on tarmac so you don't have to bother with snow and ice and if you do hit a sheet of ice, in one or two seconds the ice will end and you will regain traction.
If you are driving on snow go slowly, match your revs, brake slowly, stay aware, and use chains. And when I say stay aware I mean leave enough room to keep going forward when the guy behind you starts sliding because he's an idiot.
