For starters, double space between your paragraphs. So this:
"Come on, move along, before I make you move!"
"Where are you taking me? What's going on?"
"You have a special gift my dear child, we are here to take it to good use."
Voices were heard whispering all around him, yellow eyes staring at him as if he were some foreign object to be taken in for dissection. It was cold and snow softly fell down under the night sky, he heard from behind him: "What's with this kid anyway? What does the big boss want with him?"
looks like this:
"Come on, move along, before I make you move!"
"Where are you taking me? What's going on?"
"You have a special gift my dear child, we are here to take it to good use."
Voices were heard whispering all around him, yellow eyes staring at him as if he were some foreign object to be taken in for dissection. It was cold and snow softly fell down under the night sky, he heard from behind him: "What's with this kid anyway? What does the big boss want with him?"
It's not a bad premise, but you need to slow it down. You can't rely solely on dialogue to tell your story. I can tell that you have the ability to describe from the few lines of it you do have. Try incorporating this more into your prologue. I think I know what you're trying to go for; you're trying to give us a mysterious setting because your main character doesn't know where he is or what he's doing here. But not describing at all isn't the way to go about it. Even when you're standing in a dark room, there's still something to describe, even if it's just blackness accompanied by sounds and smells. By not describing, the reader really has nothing to imagine in his head, just a disembodied head floating somewhere snowy with other things talking to him. Of course, you don't have to heavily describe the setting (the guy is being dragged somewhere fairly quickly, so it wouldn't seem right to stop and describe the setting in an insane amount of detail) but you should try to incorporate more of it into your story. It makes it more alive for your readers.
He found himself in a lab, with strange machines sitting around him, generating some sort of field of psychic energy.
Is that there is to the lab? There's a difference between the action moving so fast that your character doesn't have the time to look around and observe and not describing at all. If that's the case, you should indicate it as such.
Ex) The creatures dragged him into a laboratory, the rubber soles of his shoes squeaking loudly against the polished tile. Everything was shiny, silver, and metallic, flashing brightly against his eyes, and before he could register what the weird, beeping machines were or interpret what the strange scribbles on the white boards attached to the walls meant, the beings forced a pair of dark goggles over his eyes.
Description doesn't just mean physical attributes. You can show us how your main character is feeling. Is he panicked, for example? Confused? Scared? Is his heart beating fast? Are the eyes making his hair stand up on edge? And so on. Think of when you're confused or scared about something and try applying the same to your character.
Overall, I like the idea but you should expand on it so we can get a better feel for the world you've created. Are you using a word processor like Microsoft Word or Openoffice to type this in by chance? If not, I suggest you do so you have the time to really work on your story.