Making a fire in windy conditions can be a pain, especially if you are using a magnesium block or any other fine tinder, like fatwood or birch bark shavings. Wind + fine tinder = no tinder. Use some duct tape to keep the tinder shavings in place.
Take a small piece of duct tape out of your kit (shame on you if you do not carry duct tape) and place it on the ground sticky side up. It might be a good idea to anchor the tape down with a rock or your foot if you are in especially windy conditions. Put yout back to the wind also if you can’t get to a less windy area. Scrape your magnesium block/fatwood/birch/etc. into the tape and watch it pile up and not blow away in the wind. When the tape starts looking pretty covered in tinder shavings, throw some firesteel sparks or a lighter into the mix, and watch it go up in flames! Duct tape burns nice and hot, so that is just an added bonus.
Of course, make sure you have some second stage tinder and enough wood to keep a fire going before you even mess with the duct tape.