Why do metal objects feel colder than wooden ones?

Dear Cecil:
In these winter months when I go to open the car door and sit on the vinyl seats, I can feel the cold right down to my bones. Yet when I grab the wooden-handled snow shovel or sit on velour seats it's not so cold. When touched against the skin, why do metal objects feel colder than wooden objects of the same temperature?
— L.F., Guadalajara, Mexico

Dear L.:
You're asking me this from Guadalajara? What are you worried about, getting frostbite from your next daiquiri? What you're asking about has to do with conductance. Metals generally are much better conductors of heat than wood is — that is, they carry heat away from your body more quickly, meaning you feel colder faster. A matter of purely theoretical concern in Guadalajara, but all too pertinent in the frozen north.

— Cecil Adams

From: http://www.straightdope.com/