By sue from Leeds, England
Give your fur baby a bath in the tub. Praise and toalk to him while you are washing and towel drying. Get his favorite brush and brush him while using a hair dryer on the lowest setting to dry him. Getting him comfortable slowly this way will build his confidence as he associates a positive experience with blowing air.
Could it be that the sound of the wind in his ears really is scaring him? You may want to cup them in your hands if he's out there when it's blowing and see his reaction. Sassieroses has a great idea with the hair dryer; you may also want to just use a regular table fan and see if that has the same effect on him, and try to desensitize him with lots of praise ( and maybe a couple of treats) if he handles that calmly.
Another thought, if this behavior in the wind is somewhat new, may be that a trip to the vet is in order. If he has an ear infection, the wind may actually be hurting him rather than frightening him.