I did it this spring, bought from HD , but forget the price it may be around $310CAD or $410
\but there are some options for your choice, cheaper or more expensive.
It is not difficult to install, but be careful if you buy a heavier one with full glass
Just another door inside or outside your current door.
The ideal is when you open the first door the second door is closed. and after you get in the first door, you close it before open the second door. So no wind will blow directly into your house.