Ugh, I need some advice:

Whilst I love a light, floaty, short-ish dress in the summer, I have to say they are not the most practical thing in the world. I'm wearing my blue ruffle UO sack dress and even the slightest breeze has been very dangerous. I have to keep one hand on it at all times and constantly check my reflection in the window as I walk. It's a fairly short dress as it is, but as I walk it seems to scrunch up to mid thigh, which is still at least decent but certainly not my preference. One wayward gust of wind, though, and there will be pantyflash. Is there a simple, practical way to weigh it down a bit, or do I just wear it with leggings and/or shorts from now on (which would be a shame)?