I would believe that you don't want 3000 volt through your computer system...
Now here's some tips to what you can do to protect yourself against the thunder:
1. unplug all electronics near and on the computer. cordless phones also sometimes get hit, just unplug all.
2. you sometimes not just want to shutdown your computer, unplug the whole thing from the outlet.
3. I won't worry but if you really want to be protective, unplug your LAN cable. LAN cables has copper wiring inside them which also lets a small amount of thunder get onto you main board (motherboard)
you can also use surge protection but I will still stay safe, "Rather safe than sorry"
Here's what some users said on lockergnome.net:
have a surge protector but I still do unplug my PC.. Just in case..
I don't, I have surge protectors and that protect all of my computers. Although I will turn them off sometimes. I don't really know why just my parents live by the old way of doing things were if there is a thunderstorm we should turn off computers. But not unplug them..
In the UK all of our plugs have fuses built into them and are grounded. This protects from power surges so its pointless for us to do that.