It sounds like it is probably the wind blowing across the roof vent. You need to raise it, lower it, resize it, or do whatever to fix this asap. Get a plumber/HVAC guy to look at it. Contact the gas company as they check for carbon monoxide as well as set the requirements for vent sizes.
The same wind that blows out the pilot light also doesn't allow the vented gas/carbon monoxide to go out the vent and therefore stays inside the house and runs the risk of death to all from CO poisoining. They should updraft and not downdraft.
Has anyone in the house been having headaches lately?