About.com has some good tips on what to do when you find yourself caught in a thunderstorm.

…So what do you do? First, try to stay on top of the weather. Second, if you get stuck in a storm, stay in low areas, stay off exposed fields and ridges, don’t hang out in a wash or gully, and never shelter under a single or small group of trees. If you feel you have a safe passage out, get out as fast as you can. I usually start heading home as soon as I see something heading my way or at the first sound of thunder.

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