I think I am starting to get to know your ankle pretty well :-)

Truely waterproof ankle braces are not as easy to come by but what you
can use is Neoprene braces. They are made from the same material as a
diver's wet suit.

here is some links

http://www.bats-softball.com/cgi-bin/affiliate/gen.pl?&a=dflsports&p=Cramer_Cram
erNeopreneAnkleSupport.html

http://www.exsellsports.com/Armbands/Sportopedic_Neoprene_Ankle_Support.htm

http://www.wisdomking.com/product85215c367.html

Good luck