We also are fans of Cesar Milan. He definitely advocates that you don't want to increase anxiety by being anxious yourself, trying to be 'soothing' etc...it just reinforces the bad reaction. BUT, just ignoring the dog won't help either if its a pre-existing fear often common to rescue dogs.

I do think you want to teach the dog to ignore the thing that is causing the fear. Playing during a windy time (inside where it's most noisy, in particular) is a good idea. It's helping the dog learn to associate something good with those sounds. We have a rescue that is terrified of many inanimate objects. Luckily, weather doesn't seem to affect her. She's afraid of the vacuum (even when it's not in use), the floor pump (again, even when not in use), a few plastic things in the kitchen (a chopper, a certain cutting board, etc.) We can't find rhyme or reason to her fears, but we are working on them all the time. For the vacuum, we've taken to leaving it in the room with us while we are doing something else with her like playing a game, training, feeding, etc. She's getting better with having it around now. She used to be terrified of our bikes, until we started using them to take her for fast runs around the block. She LOVED that, and now doesn't fear the bikes anymore.

Basically, try to replace bad associations with good ones. And when you do it, do it with calm assertiveness. It works, but you do have to be very consistent and on top of it.

Good luck!