meenukitty, do you remember that flower well enough to describe it? If you planted hydrangea macrophylla, serrata or quercifolia, the current years flowers appear mostly on stems produced during the previous growing season. Those buds are likely being killed by your cold winters if your shrub is without protection.

There are many threads on winter protecting hydrangea -
Example of one, started coincidentally by a gardener in Vermont...

Here is a link that might be useful: Winter protection

My frind who raised the hydrangea had the similar experience. He said the gardener told him to dig the plant up the rootball and then they were startign to bloom like crazy. My three gallon hydrangea has not bloom for awhile now, and I just dug them up this morning to beat up the root ball, and give them the miracle gro bloom booster. By beathing the rootball up I guess the plant will be able to absorb more nutrition than usual. I will keep you posted with the update of how it is doing afterward :)