I read about this on another forum:
"When parked with the awning up, you can used a plastic liter soda bottle. Keep the cap on, cut off the bottom, and with a razor knife cut a slice up one side. Slide the plastic bottle over the end of the awning to keep the wind blowing rain inside the ends."
Found these pics on yet another forum. Same basic idea, just using the other end of the soda bottle.
Sorry the second pic isn't too clear but you'll get the idea. Not suitable while travelling.
Here's a link to an interesting idea a guy had:
RV.Net Open Roads Forum: Awning Sun Shield