Wierd problem 97 Aerostar

My 97 Aerostar 3.0L has developed a wierd problem. When it is cold (below -10 degC) it will not start. When I turn the key on, I hear the fuel pump relay click but do not hear the fuel pump. Also the light for the overdrive displays off. At first I thought the gas line was frozen but that isn't the problem. If I plug the block heater in for a couple of hours, it will start right up. Also the off light for the overdrive is not on and of course I hear the fuel pump when the key is first turned on.

Any ideas what might be causing this? It runs great after it starts.

Thanks in advance

Update
Now I can'y get it to start. Also I notice when the key is in the on postion, the check engine light iis not on like it use to be