Optical and radio afterglows arising from shocks by relativistic conical ejecta running into pre-burst massive stellar winds are revisited. Under the homogeneous thin-shell approximation and a realistic treatment for the lateral expansion of jets, our results show that a notable break exists in the optical light curve in most cases we calculated in which the physical parameters are varied within reasonable ranges. For a relatively tenuous wind which cannot decelerate the relativistic jet to cause a light curve break within days, the wind termination shock due to the ram pressure of the surrounding medium occurs at a small radius, namely, a few times 1017 cm. In such a structured wind environment, the jet will pass through the wind within several hours and run into the outer uniform dense medium. The resulting optical light curve flattens with a shallower drop after the jet encounters the uniform medium, and then declines deeply, triggered by runaway lateral expansion.