The pilot of the MD Helicopter 369E was informed before landing about the wind direction and velocity (330 degrees at 18 knots with gusts to 28 knots). After an uneventful landing the co-pilot exited the helicopter and he began shutdown of the helicopter. He applied down collective and friction, and following a 2-minute cool down period for the engine, he closed the throttle and guarded the cyclic control. When the main rotor was at 200 rpm, he felt a wind gust from the right side of the helicopter and then heard a loud sound. He applied the rotor brake and exited the helicopter after the main rotor blades stopped. At that time he noted damage to the main rotor blades and also to the tailboom.