Beams of light like you see above are created by light shining through millions of ice crystals in the atmosphere. A great website http://www.atoptics.co.uk/halo/platpill.htm explains how this works. The above picture was taken January 5, 2002, six years ago. What reminded me of this picture was another one on Spaceweather.com but instead of sunlight creating the pillar, they were caused by streetlights. The neat thing about these is curved arcs at the top of the pillar. Something new and mysterious: http://spaceweather.com/archive.php?month=01&day=01&year=2009&view=view
Pillars can also be created by moonlight and even the planet Venus. I was looking at some pictures of these when I suddenly realized I had taken some myself and I didn't realize it until now. Take a look at the closeup picture of the Moon and Venus image from my blog of December 24 below. Click on the image to make it larger and you will see small pillars extending both above and below the Moon and Venus. I can't believe I missed these.
I have seen pillars coming off streetlights while driving my car, so be on the lookout for this cool weather phenomenon.