First thing I would replace is the fuel filter if it hasn't been changed in a long time. It may be clogged with dirt or there may be water in your fuel tank with the cold weather and all. There is a possibility your fuel pump is going out, supplying just enough fuel to get the truck running but running out of pressure to keep it running. You cna buy a fuel pressure gauge and check the fuel pressure in your fuel line up on the fuel rail on the engine. Just turn the key on to activate the pump and see what fuel pressure you are getting. IS it holding steady? If it is start the engine and see if it drops. There are sensors that WILL shut off your engine but considering it starts, and then dies, well it's either a fuel delivery problem or possibly a timing issue but I would start with a fuel filter, then check fuel pressure and go from there. The fuel pump is in the fuel tank so be prepared for a hefty repair bill if you don't plan to do it yourself. Just a heads up!