Hi Bruce,
This seems to happen mainly when using ActiveSky Advanced (ASA), and the topic has been discussed on various sites ever since ASA was launched. Check out the PMDG forum, especially the MD-11 section, where i am sure you will lots of references to this theme. Most widely accepted 'plus-minus' solution is that which Eric-Jan brought forward, to use the wind-smoothing feature in FSUIPC (of which to get the full version can only be considered to be a very worthwhile investment!)
Am still using the 'old' ActiveSky 6.5, both with FS9 and FSX, and luckily (for me) AS6.5 apparently does not seem to produce these mad windwshifts as ASA seems to do.
Cheers,
Stef