I would try to overwinter them indoors. Just watch out for aphids. Have some Safer's Soap ready.
Where we live, even the guy at the nursery recommends planting mums in the spring
. The winter can just get to harsh for the mums with the limited amount of root growth that will occur yet this fall. They sell Yoder mums which are probably better quality mums than Wal-Mart's generic.
I had no problem though, with a couple of mums I planted in the fall a couple of years ago. They were planted near my front porch which is concrete. I think the sun on the concrete kept the soil warm enough to allow them to survive. I have very poor luck though with fall planted mums out in open beds.
I took a cutting of one of my mom's mums last fall and the mum is doing fine now.