At Bubby Cubby, our advice to all new Cubby house, Swing Set, or outdoor play equipment owners is to anchor your equipment down. While most of the sets available here weigh upwards of 100kg, the Australian weather has been known to throw up a few nasty gale force winds capable of lifting off roof and uprooting trees.
So your outdoor play equipment is just as vulnerable.
While it is not necessary, it is highly recommended that all play equipment be anchored into the ground with concrete.
Here is a video update from Clare Mansell who reviewed the Plum Climbing Pyramid, who had the unfortunate experience of having to repair and anchor her pyramid play equipment after a storm blew it across the yard. She also took the opportunity to add the swing arm to the original climbing frame: