If you decide to unplug the computer because of lightning nearby, be sure to unplug all the power, phone, internet, or TV connections from the computer. Not only do you have multiple ways for the power surge to get into the computer, but the different electrical connections will "fight" each other, sending more of the surge through your computer.
There are surge suppressors that will protect AC power, phone, ethernet, TV cable, etc. simultaneously, but unplugging is better, especially if you have something like a phone line you rarely use plugged into the computer.