How can I keep a door closed without a damper?
A Pneumatic Door Closer 



can cost you less than $10.00, and is easily installed with 5-6 screws.


Attach one bracket to the door frame.
Attach the other bracket to the door.
Install the pins to hold arm in brackets.
Done.


If that's too rich for you. A Screen door latch



Will run you about $8.00, though installation is a bit more difficult.

A Barrel Bolt



will cost you about $3.00, and requires 6 screws. Though makes opening the door from both sides tricky.

If you're really hard up for cash. A door catch is only about $2.00, and only requires 4 screws to install it.



If you only have the change you found between the couch cushions. A Gate hook



might be what you're looking for (~$1.50). Again, this could make opening the door from both side troublesome.

Help an old lady cross the street, and ask her for a dollar in return. Then you can get a Double Roller Catch.



They're typically used for cabinets, but might work for you if the wind is not too strong.