On October 21, 2001, about 1450 eastern daylight time, a Piper PA-28-160, N5725W, was substantially damaged while landing at the Upshur County Regional Airport (W22), Buckhannon, West Virginia. The certificated student pilot was not injured. Visual meteorological conditions prevailed and no flight plan was filed for the local instructional flight conducted under 14 CFR Part 91. According to the student pilot, upon arrival at W22, he made a low pass over the airport to observe the wind indicator, which was a flag on a pole. The flag indicated that the wind was gusty, straight down the runway. The student pilot entered the traffic pattern for runway 29. While on final approach, the student pilot experienced a strong crosswind 10-15 feet above the runway, and executed a go-around. On the student pilot's second attempt to land, he experienced the same wind conditions and again, elected to execute a go-around. On the student pilot's third attempt to land, the airplane touched down about 400-600 feet beyond the runway threshold, and departed the right side of the runway onto the grass. The student pilot applied full power and attempted to abort the landing; however, when he raised the nose of the airplane, the stall warning horn sounded. The student pilot realized that he would not be able to climb over an embankment and aborted the takeoff. The airplane continued into the embankment, sheared off the nose gear, and came to rest upright. A fire developed in the engine compartment and was extinguished by the student pilot. Examination of the wreckage by the FAA inspector revealed that besides the landing gear damage, the firewall was buckled, the propeller tips were curled, and spar damage to the right wing was observed. The pilot estimated the wind from 270 degrees at 20 knots, gusts to 25 knots. The recorded weather at an airport located 11 miles southeast of W22, about the time of the accident, included winds from 300 degrees at 9 knots.