What happens next?

How to prevent wind burn
Wear full-length layers.
Even if you are dressing for an indoor occasion that might not require a full-length ensemble, make sure you have full-length layers for those times you will be outdoors. Wear a jacket that comes down to the wrists at the sleeves and up to the base of the neck, and make sure pants come down to the ankles.
Help fill in gaps in coverage by wearing long wool socks at the feet, gloves on your hands, and a scarf around your neck. Expose as little of your skin as possible to the cold.