Are you sure it's actually blowing up? I've only worn my x-kilt a few times, but at first I thought my hairy ... upper legs... were being shown off to the entire world. Turns out just the lower end of my pleats were blowing up, and when I couldn't feel them against my legs, it was weird.

I think the way the kilt is fitted to your bum makes a difference as well. Mine ended up being about 1/2" too loose, so just that little gap allows wind to blow up there, making me think the kilt is in the air when it's actually perfectly fine.

If it is indeed blowing up, I would add some weight either in the hem if you have one, or on the inside of the pleats. Maybe not a lot of heavy stuff like table cloth weights, but some heavy safety pins or something. A couple of ounces spread throughout the kilt should make a good difference.