Do you have a winery blog?
If so, have you posted (for all to see) what wines your wine club members will receive this year?
Online marketing isn't difficult, but you have to think about it. Congrats to Three Rivers Winery for demonstrating a small but important way of going about engaging people in their wine using their winery blog.
If you have a winery Web site (What am I saying? Of course you do.), club selections for the current year belong on your site (with links to the product pages for those who want to order a particular wine, but aren't club members).
Baby steps, folks. Don't redesign your web site every 3 years; pay a little attention to it every week. This is the Toyota method of "continuous improvement." And yes, I appreciate it's hard to do in the midst of everything else. But if you're wondering why those direct sales from your Web site aren't happening, this is probably why.
(PS - Three Rivers: you need a link from your blog to your Web site. Thanks!)