Surprisingly South Africa and Lesotho does offer Snow Skiing on its list of many things to do. There are a few resorts that cater for skiing enthusiasts.
Your best bet is head for the interior of the country during the cold winter months, snow can be found on the Drakensberg on a regular basis, not always good enough for skiing but the resorts that do offer Snow skiing keep snow machines so that skiing is possible most of the winter season.