In reply to The Lemming:
At the time of recording you'll want a woolly condom for the microphone.
Basically you want a pop-shield. They're usually foam and or soft fabric arranged to prevent the wind from directly hitting the microphone. Look at what the BBC use on their outside braodcasts - most of the furry microphone is just a soft-fabric windshield/diffuser.
Post edited at 17:00