We bought one last year. Are these the ones with the clear polythene rather than the green reinforced covers?
We got the hang of pinning it down after the second time I had to pick up seed trays and resow them. But with a few bricks and roof tiles placed at relevant places it withstood high winds (and we do get high winds where I live at the top of a hill). You do get thin rope with it to pin it down with. It came in really handy for tomatoes/cucumbers/peppers, etc during the summer months.
The cover didn't survive the winter, but that's because I was lazy and didn't take it off. It would have been more sensible for us to dismantle it at the end of summer and put it all away, because the plastic then got very brittle, and it's now bundled up to take to the tip. Kept the shelving bits though.