A windscreen like those used with alcohol stoves will let your stove do double duty, as a stove and a BIG noisemaker! In a nutshell: don't do it. If wind is a problem, situate it on the downwind side of a rock or log, and you'll be fine.

If you find that you can't deal with wind, the solution is called Jetboil or MSR Windburner (formerly Windboiler - do I sense trademark infringement in the re-name?) It is a butane (isopro) stove with a built in windscreen around the burner head. This doesn't create heat buildup on the canister like a full-length windscreen would. The way the pot integrates with the burner means they're more fuel-efficient, too.