The resort offers free windsurfing and Hobie Cat sailboating. I belive you have to take and pass their lessons before you can take them out yourself. The lessons are free as well. Cancun offers parasaling all over the place and the towel hut should be able to help you book something fairly easily.
One of our favorite activities is the Hobie Cat! We try to do it once a day. The lesson to teach you the first time is friendly, and the sailing is easy