I've just checked the weather forecast for your area for the next few days, which does not show any really cold temperatures - if you have not yet had freezing temperatures, and day time temperatures have been around 12-15 deg C, the soil should still be holding some warmth, so now is absolutely the time to plant your willow. Water well after planting, and during any prolonged dry spells during October. Get it in as soon as possible though, not sure when you expect really cold weather where you are - in the UK, our temps are currently remarkably similar to yours, and I'd expect it to start being really cold in November, not October.
This answer assumes that your 'pussy willow' is actually hardy in your area - I don't know which willow you actually mean.
UPDATE; You've said its Salix discolor, fully hardy where you are, plant somewhere that doesn't dry out too much and bear in mind its eventual size - 20 feet tall by 12-16 feet wide.