Radiation-driven winds of hot, massive stars show variability in UV and optical line profiles on time scales of hours to days. Shock heating of wind material is indicated by the observed X-ray emission. We present time-dependent hydrodynamical models of these winds, where flow structures originate from a strong instability of the radiative driving. Recent calculations (Owocki 1992) of the unstable growth of perturbations were restricted by the assumptions of 1-D spherical symmetry and isothermality of the wind. We drop the latter assumption and include the energy transfer in the wind. This leads to a severe numerical shortcoming, whereby all radiative cooling zones collapse and the shocks become isothermal again. We propose a method to hinder this collapse. Calculations for dense supergiant winds then show: (1) The wind consists of a sequence of narrow and dense shells, which are enclosed by strong reverse shocks (with temperatures of 106 to 107 K) on their starward facing side. (2) Collisions of shells are frequent up to 6 to 7 stellar radii. (3) Radiative cooling is efficient only up to 4 to 6 R *. Beyond these radii, cooling zones behind shocks become broad and alter the wind structure drastically: all reverse shocks disappear, leaving regions of previously heated gas.