So even with self level ON and PI values at default the quad just started swaying with the wind ! I know that KK cant resist much wind but it should resist a bit atleast XD.

ALSO, I'm not able to get hold of the PI Tuning of the KK board .. need help here , saw almost all the vids in YT but i cant really get hold of it ,,,

I hav the same issue as well...
looks like kk2.1 capabilities is that much or we are not shown wat its max capabilities are..

Which firmware you are using?

latest 1.9 S one

The latest is 1.19S1. It's available here: http://www.rcgroups.com/forums/member.php?u=367321
If your quad does not resist the wind, it may be because the I gain is too low. I found these links helpful while tuning my quad:
http://blog.oscarliang.net/quadcopter-pid-explained-tuning/
http://blog.oscarliang.net/understanding-pid-for-quadcopter-rc-flight/
http://www.instructables.com/id/A-SK450-Dead-Cat-Quadcopter-to-Call-Your-Own/step28/Tuning-your-Quadcopter/
http://oddcopter.com/2013/01/06/easy-diy-quadcopter-build-part-4-tuning/

Yes its the same firmware... and settings are at default ! I Gain at 100 i guess .. still :/