A system and kit for forming an inexpensive protective plenum around pipes subject to freezing is disclosed. The system uses tubes formed of thin, flexible material, such as plastic tubes, to form the plenum. The plenum may be installed in sections with the sections joined with rings or collars at the joints. The rings and collars may also be formed of inexpensive materials, such as plastics. The tubes of the plenum may be formed from plastic sheets by joining the sheets at opposite edges to form seamed tubes. The edges may be joined by tapes or adhesives. The tubes may be formed around existing piping for ease of retrofit installation. The plenum may be connected to a source of hot air, such as the duct work of the hot air heating system of a dwelling.