Sounds like you need a better coop. Are you saying your walls are chicken wire? If so, that's why your birds died, they simply didn't have enough shelter. A heat lamp really isn't going to keep the wind chill off, you need to have an appropriate shelter for your animals to properly care for them.
X2
One of the most important things for your birds to be comfortable in the winter is make sure they are out of the wind. I put up temporary walls around my run last winter and my birds did just fine in a week straight of -15 weather. The heat lamp will not do anything and if anything, will make it harder on your birds. As it gets colder, the birds grow more feathers to help insulate their bodies better. If you supply artificial heat and something happens (power outage or bulb breaking ect) the birds would not have an easy time fairing the cold. I would set up walls and make sure the wind can't get to them and disregard the idea of the heat lamp.
