http://www.straightdope.com/mailbag/mgoosebumps.html
The question is answered in the physiological sense, but why do I get them when I hear the national anthem or my favorite song?
That also does not explain why I get them when climbing into a tub of very hot water. I don’t think that my body would be trying to trap heat then.
Maybe you guys have a couple loose wires 
. lol, and why did i get goosebumps when i read this post? thats a pretty random reason to get them.
That would certainly explain a lot more that my goose bumps.
Heh.
I’ve always been told that the most heat loss comes from our head. I assume now that this is incorrect, as I’ve never noticed the hair on my head standing on end when I’m cold.
I was going to say that too, trachy. I was always told that we had to wear our hats during winter because the greatest heat loss occurred there. Were our mothers wrong?
[PS. There’s a typo in the Staff Report: “…is no longer as a effective as it once was…” 
Sorry, just the editor in me showing his ugly stripes…]
There are other factors than hair. There are a great many
blood vessels in the scalp, and the body makes a special
effort to keep your brain warm.
Well, remember, cats get “goosebumps”–which for them means they get all fluffy and (presumably) Big and therefore Scary–when they are afraid. Our hirsute ancestors may have had a similar defense mechanism. A human with goosebumps isn’t going to look noticeably more menacing, but a fluffed-up “ape-man” might gain a considerable amount of volume.
Now, human emotions have become a lot more complex than those of a cat’s. We still feel the basic ones–fear, anger, affection, lust, curiosity, loss–but we’ve got a whole bag of more complex and subtle emotions, like awe or reverence. These may well be evoked by hearing, say, the national anthem, especially if it’s in a time of national crisis and tragedy. Awe and reverence both have an element of fear to them, although they are much more complicated than just your basic many-millions-of-years old “run away! run away!” response. Thus, they may trigger some of those ancient fear circuits–don’t you feel certain fear-like sensations at those moments of awe or reverence? The same tingling in the spine that you would feel if you were in a strange house at night and heard an unidentifiable noise behind you?
You mention feeling goosebumps at hearing your “favorite song”. I’m betting you aren’t talking about Grandma Got Run Over By a Reindeer here. You might mean a song that evokes bittersweet feelings, including a touch of sadness. I suppose it’s not too much of a leap from sadness or loss to fear. Sadness is what we feel when someone or something close to us is lost. Fear is what we feel when something or someone threatens us or something or someone important to us. Naturally, we fear things which can produce sadness in us.
I also wonder–I think I remember seeing this as at least a speculation someplace (and bear in mind that this entire post is largely just me theorizing without any evidence)–if certain tones or frequencies in music may not be the same as those used by our pre-human ancestors as distress calls or cries for help. I’m talking about the sort of plaintive violin music that can really give you goosebumps, even while you also think it’s beautiful. Maybe when we listen to music like that, deep down some primal part of us is being warned about leopards or snakes or Things That Go Bump in the Night–I don’t know.
Of course, the whole question of why people like being scared–whether by plaintive music, or by horror movies and roller coasters–could be the subject of much more speculation and wild-ass guesses.
If what’s written in the article is true then one beckons the following question. If Goosebumps create a “Sweater,” why are they so frequently related with a cold shiver following the piloerection?
Chiv
Not really sure I follow you there. Goosebumps are a reaction to cold. Shivering is also a reaction to cold–shivering works your muscles, and when your muscles work, they produce heat. So, both goosebumps and shivering are reactions to cold; hence, they are often found together.
This is kind of what I meant. Although when I hear music that moves me emotionally, the goosebumps seem to be associated with pleasure, not pain. I certainly don’t feel sad, but you may be on to something. There may be a connection.
Of course, I could be just wired different.