In reply to Flatus Vetus:
Take a few loooooong lengths of accessory cord - it gives you more flexibility of using natural features (aka big rocks) to guy to
I often tie the guy line/cord around a smaller rock, drop it in a hole, stick a bigger rock on top and then pack the snow back down. Never fun getting it back out the next morning though, so only really an option when you really need it.
If using bags of snow, and your bags aren't very strong (i.e. carrier bags) tie the guy line/cord around the whole bag rather than the handles and then bury the bag in a hole. Again, nightmare to get out in the morning, but good for when it's blowing a hoolie.