How should I dress on a blustery October night out?

Tonight I am off to an 80's club with my fiance, bro and a few mates to celebrate my fiance's birthday. However, it's about 9 degrees and blustery out. Thing is, whilst I wanna be warm on town I don't want to poach in the nightclub. I also don't want my dress to blow up in the wind! Thanks! I'm 21 curvy-slightly-cuddly brunette, if it helps