This paper presents a simple nonlinear anti-windup strategy for use in conjunction with a novel type of adaptive robust controller. In the absence of saturation constraints, the adaptive robust controller can provide highly effective disturbance rejection, but this ability is gradually lost as the saturation level is increased. In order to improve the performance of the controller during saturated periods, it is complemented with both a linear anti-windup compensator and a nonlinear modification of this compensator. Simulation results show that both anti-windup compensators are able to assist the adaptive robust controller in preserving vibration reduction levels when saturation is present, but that the nonlinear compensator is able to offer a higher level of vibration attenuation during periods of severe control signal saturation.