Setter dons apron for cooking, keeping dry (9)
I believe the answer is:
rainproof
'keeping dry' is the definition.
(something rainproof keeps you dry)
'setter dons apron for cooking' is the wordplay.
'setter' becomes 'I' (the person who set this crossword).
'dons' means one lot of letters goes inside another (don can mean to wear or be covered in).
'cooking' indicates anagramming the letters (cook can mean to falsify or distort).
'apron'+'for'='apronfor'
'apronfor' anagrammed gives 'ranproof'.
'i' going inside 'ranproof' is 'RAINPROOF'.
(Other definitions for rainproof that I've seen before include "coat" , "protected from storms?" , "Like protective cover" , "Impervious" , "Sort of protective clothing" .)