Andy:
I've been using a "charibrella" for years and it works great - cost $6 at Wal Mart. It is both an umbrella and a clamp w/gooseneck that is designed to attach to a stadium chair to use during football games. While they are often rare at Wal Mart, this is the season when they stock up - look for them in the sporting goods section. You can also find something like it online for just a few bucks more. If you are able to find them, buy several - they last me through a couple of months of heavy shooting in the woods and then it is time to replace. I've gone through a couple dozen of them. I not only use them to keep the camera dry while I shoot under dripping blufflines and near spraying waterfalls, I also use it to shade wildflowers or other macro subjects (I bought a case of their gray version so as not to induce a color cast).
It is correct that when the wind blows your tripod might not be too secure, although without the wind blowing I've never had any issues.
The clamp is really too small to go around most tripod legs, and I just attach the clamp with duct tape. A funny thing happened to my most recent tape job. My teenage daughter buys my duct tape, and naturally it ends up being a wild color. The last roll was bright PINK, but I used it anyway. I was part of a National Geographic article recently (it is in the current October, 2008 edition of the magazine - about the Ozark Highlands Trail), and when I went out with the photographer to shoot some photos of me shooting photos I noticed that just about every angle the photographer got had my bright PINK duct tapped-tripod pointing right at him! It was kind of funny but thankfully the photo of me they used did not run in the magazine but only in the online edition - and I think the pink tape is hidden by the pink wild azaleas I was photographing - that was a close one!