If my pipe is halfway down or more, I put my palm over the rim, completely blocking the wind. If it's a fresh one, I'll put a box of matches over the top for the same effect. (Making sure the temp of the box doesn't get to the combustible range!) The nice pipe caps you can buy just don't work for me over five or ten knots.
And if I had a beach partner like Zack's video, I wouldn't be trying to light up! :P