The above is the most correct answer but an additional factor is that if you are flying into a reasonably brisk wind and then rapidly turn downwind you will tend to temporarily lose airspeed. This is due to the momentum of the aircraft being related to groundspeed whilst the windspeed goes from a positive to a negative value. A large groundspeed acceleration is required to recover the 'equilibrium' airspeed.
Some people will argue that this effect does not exist, saying that the airspeed will not vary (only true in light winds with gentle turns). If this effect did not exist, neither would windshear.
Doing tight low level field circuits in a heavy helo with a strong wind, the effect is very noticeable, requiring significant nose down and power to recover airspeed on turning downwind.
Edited to add: If turning from downwind into wind your airspeed will temporarily increase.
Last edited by Mike Oxmels; 11th May 2007 at 21:03.