How can I stop my skirt blowing up?

I have a skirt that is made of three layers and is just above knee length. The most underneath layer is some thin smooth material, the next is netting, and the next is twill. The twill is relatively heavy, however whenever I ware it, it always blows up in a pretty normal gust of wind. I have pinned the front and back, but it always happens! The whole skirt blew up once! I love this skirt, how can I make this not happen, and stop walking around holding it down?