Depends how bad the rain is. If you get stuck playing in the rain bands of a tropical storm for instance, it doesn't matter what you do or have on. You're going to be completely soaked. At that point you just keep the glove on the entire time and don't expect to shoot a good score. If it's just a random rain shower, just do your best to keep the grips and glove dry and expect to hit an extra club into the greens etc.