"Snowman" is part of the secret code used by the DHARMA Initiative members.
When John Locke entered The Swan station, Desmond asked him, "What did one snowman say to the other snowman?", which Locke wasn't able to answer. This is how Desmond knew that Locke wasn't the man sent to replace him.
In other mediaEdit
The 19th episode of the season one of Alias is entitled "Snowman".