HELP! What to do about the curtains and the wind...

Unfortunately I cannot do anything about the wind.  I have three thoughts right now.  Red outdoor curtains, white outdoor curtains, or grey coolaroo fabric.  The coolaroo would go on top of the pergola but under the cedar or in and out of the cedar and hang at the front.  It would look like this only the front would be a little longer.

The wind will still move them like crazy but they won't hurt anything or anyone.  This is a big departure from the curtains so I'm still thinking about it.  I bought one roll and tried a modified version of this in the wind today.  Does anyone know what I can put on the end so it looks finished?  What about the sides, how do they finish it?   

Should I try the curtains one more time?  Any thoughts on how I can tie them down? HELP!