With a long run, odds are half of your total distance is no longer than a distance you've run before-so you can do it. It's AFTER the halfway point that you get tired and want to give in. However, you only have 2 options: keep running or walk. And if you walk it's going to take you a lot longer to get home than if you run. And in the winter, you'll get real cold, real fast if you walk.
This is why running outside in the winter is a good idea. You'll always finish your run.