Happened to me last winter. Could be one of the two causes:
1. Wrong direction for directional tire. Check the arrow on your tire (if it has it) to make sure
2. Lug nuts may not have been screwed in correctly.
Directional tires have construction and tread designed to rotate in only one direction. They are also called "unidirectional" tires. Directional tires will have an arrow with the word "rotation" on the sidewall showing the proper rotation direction.
Function
Directional tires have lateral grooves in the tread that form a V-shaped tread pattern. The tread design is intended to channel water from the center of the tire outward as the tire rotates.
Benefits
Directional tires have a higher resistance to hydroplaning. The V-shaped tread pattern will remove water from under the tire faster than regular tread patterns.
Considerations
Directional tires must be mounted on the car and wheel so that they turn in the correct direction. Directional tires cannot be moved to the other side of a vehicle without being dismounted from the rim, flipped over and remounted.
Warning
When buying directional tires, make sure they are mounted to rotate in the correct direction. Directional tires mounted backwards will reduce traction, especially in dry conditions.