Jolly's Christmas Vacation
Released in 1994 by Step 1 Systems Corporation

The original readme was not included with the pack this game was in
however a compressed readme.sxt file is required for the installer
to work. I just copied the smallest compressed file in the game
to readme.sxt and it took it.

Here's the pack I pulled this game from:
https://archive.org/details/Blobby11working

The controls are easy.

Left/Right to move, Up to jump.

You can collect snowballs to throw at enemies with Space.
Hitting enemies with a snowball freezes them place for a couple of seconds.