First you need lots of light, the kind you get in a greenhouse. A south facing patio-type room with supplemental light may be sufficient. It must be relatively warm, never going below 30 and mostly never below 40. A double light halogen work light may provide the added light and heat. Do not put it in a draft from a heat vent and you need humidity. Do not sit it in a drip pan to catch the water drainage. They don't like wet feet. If you can satisfy these needs, you may be off to a good start.

Hi - I had my citrus in a south-facing sun room, and hung regular ol' shop lights over them. Surprisingly, I think I ended up underwatering and they got super-dry. Everyone but the Meyer lemons bounced back, and even they're now sprouting new growth. I bought a greenhouse for this winter, and can't wait to get it set up!

Bottom line - they'll do fine if you can get 'em some light and cut back on your watering (not too far though!).

Pz, do you use a humidifer in winter? They're not only good for plants but people, too..Our homes get so dry during winter months, especially once heat is turned on.
If you don't have a south window, a west will do...additional lighting at night also helps.
Like Smith said, keep away from heating vents..so don't place citrus (or any plant) in direct route of a vent, even if it's several feet away. This will really dry out plant.
Is your citrus outside now? Toni