When the wind is not blowing and you are standing relatively still, the air around your body warms up and acts as a layer of insulation. If the wind starts to blow, this warm air is pushed away by new, cold air. The more the wind blows, the cooler you become. At a temperature of minus 15°C and winds of 8 metres /second, the wind chill factor on your bare skin is the same as wind-still conditions at minus 34°C!
The relationship between the wind, temperature and effective temperature on your bare skin is illustrated by the wind chill index. But when you protect your skin, for example by wearing a jacket, a balaclava or using a wind sack, you break the relationship between the air temperature and the wind. This is why windproof garments are so important for protecting the body from exposure.