The metal duct is likely the dryer vent. It is on mine. The pipe with the 180 degree bend at the end is the intake for the furnace and the pipe sticking straight out is the furnace exhaust. That is the way that it should be. The intake is designed so rain/snow can't block it. The best position for the exhaust is sticking straight out as it is. Any other position and you'll create even worse problems. Don't mess with it.
My furnace doesn't quit entirely when the exhaust frosts up. It continuously cycles warm air so it's not like it's going to get cold enough to freeze pipes.
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