How to light a roll-up with zippo in the wind?

I just bought a zippo and it's great. It is windproof - meaning that the flame will not come out. The problem I am having, though, is that although the flame keeps burning, it is still frantically moved around by the wind. This usually causes me to burn through the roll-up paper on the side of a cigarette. The only solution then is to cut off (or apply a new sheet of roll-up paper) that part to make the roll-up smokable again.|||Cup the lighter with your spare hand.