Walker Hum wrote an answer about Outdoor Research Helium II Jacket - Men's on July 4, 2012
I currently have a thin wind shell that felt like the wind is coming through, though it does not. I attributed it the the cool temp's and the high windchill. It was like wearing a drysuit while diving in arctic water, yes you are dry and not wet(i.e. wind proof) but you can still feel the cold water outside of the suit.