Nice shot! Yes, they can indeed be pretty quick. One might even say: squirrely! I don't have any specific critiques for this photo, as you have requested, but you might enjoy the journal entry on my home page, listing tips for photographing squirrels. Of course you might not need them, given how good this photo is! Nicely done!
Awww I know the feeling I love snow and it's the first I've seen so much in my all life so I am happy... the same goes to squirrels/foxes, I never saw them before and here they are everywhere although now it's difficult to see them ^^