Hypothetically speaking, of course.
1. Since the wind might be pulling the umbrella quite strongly, don't try to grab it. It might feel as though your shoulder is dislocating.
2. Wear shoes. And a bra. And bring your cell phone outside. You know, just in case you managed to lock yourself out of the house.
(Crisis averted - we have a lock-box on the back door for situations such as this. In that case, just make sure you remember the code to open it!)