We had this problem when we got the lights fitted originally. Besides the wind turning them on kids were using them for playing football quite late when it was starting to get dark. Electrician who fit them told us that there was no way of solving the problem! As they use quite a lot of power the constant on/off operation when its windy sure increases the bill.
Spoke to these people Michael Garry Ltd., 58/59, Bolton St., D/1 (01)8730055 and they were able to confirm that it was possible to fit an on/off switch. Its obviously not the perfect answer from a security point of view but it is another option to at least stopping the ESB bill running away with itself.
HTH.