I had the same problem with smoke blowing down my wood stove Chimney pipe and causing smoke to fill my house.
But I looked around online and found out they make a wind direction wood stove pipe cap that blows around in the wind to prevent wind from blowing do the Chimney pipe.
I still get a little smoke every now and then but not as bad and not enough to fill the house with smoke.
If the wind gets really high then I just run my natural gas furnace instead of the wood stove until the wind dies down.
However the directional spinning wind cap has really helped and was well worth the money.
Here's a picture of one.
