Michael- Cozumel is very safe to do on your own. If you want you can even get away with waiting until you get there. Go past the vendors at the end of the pier and go to where the taxis wait. Then talk to the taxi drivers, you will quickly find someone who works for a para sailing outfit and you can arrange to do it right there. I have heard of the Cozumel Watersports before, so if you are not as adventurous as to try to find one once you dock, they may be a good alternative.
Just be aware that their liability laws and insurance requirements are not the same as here in the states. But having said that, many people go sailing there, so it is probably safe.
Carnival Cruise Lines:
Fantasy 90, Celebration 95, Victory 05, Conquest 05, Spirit 6/06, Freedom 6/08, Holiday 7/08, Victory 6/09, Valor 9/09, Dream 6/10, Splendor 8/10,Conquest 8/11,Magic 11/11,Triumph 4/12,Spirit 7/12,Freedom 11/12, Triumph 2/13 - The fire cruise
NCL Dream October 2006, RCCL Mariner OTS June 2007, Celebrity Silhouette 2013