Go to your local home improvement store and get some anchors. Go to the sister site "shedfloors.com" - there are some tie-down ideas there.
I used 2 big mobile home anchors (1 each at 2 diagonal corners). They're basically augers that twist into the ground. You run metal straps through the slots at the top of the anchors and those hold down your support boards. I put the anchors in the ground when I was building the shed floor so you can't see them at all. The walls and roof of my shed will tear off before it blows away.
Its always a good idea to keep your deck from blowing away. We recommend using an anchoring system just like sinepaul described. Using the anchoring system will keep your deck right were you want it for years to come. Here is a link that will provide you with a little more informatin on anchoring systems.