We need a lot more detail on your installation to give the best answers.
For starters, if wind blows down your chimney, you probably don't have a tall
enough chimney. It needs to be at least two feet taller than any roof within ten feet, by code, and if there is a big steep roof nearby, it might need to be taller than that - can't say without seeing it.
A couple of methods people use for cold starting are to have a cleanout at the base of the chimney, and put a small fire (paper or candles) in there to warm up the chimney, starting the draft. You can also put some burning paper in the burn tunnel and push it all the way to the back, to warm up the heat riser.