Yes, you do have reason to the concerned. You may need to investigate what the local electrical codes are in your area and one other recommendations for lightning t protection in your area.
In some parts of the world lightning strikes that hit the ground or buildings in residential areas is not very common. For that reason some have said there is low reason for concerned are. Yet when it happens to you and causes damage to expensive equipment what others have said does not help you any. They don't have to pay for the damage.
In general, the local electrical codes should reduce to a minimum the possibility of a lightning charge going down the power lines and getting in your system.
However, there is a much greater danger from your telephone line. Yes, the telephone company does have lightning arresters on the line. Still, a liability of the telephone company is formed telephone equipment, not to personal computer equipment.
My own personal experience was that my equipment was damaged by the phone line, not the power lines. In fact, the power supply in your computer has some protection against overload built into it. However the DSL modem may not have that type of protection. In fact, it's not able to have that much protection because of the way it's built.
A surge protector can protect your power lines. There are some but also have privation for protection of the telephone line. That is not going to be a much value unless the company that sells it also guarantees they have an insurance policy on the surge protector that would cover all your losses. In fact, there are in some companies set off to this kind of protection.
Meanwhile, I would recommend you unplug all the cables, including the power cable from your DSL modem. This would also apply to a cable modem, although the cable company usually has better lightning protection than the phone company. But you cannot count on it.
Another consideration is the use of a lightning rod on your house. This will greatly reduce the chance of your equipment being damaged by lightning. But not all cases. Again, the problem is wearing that goes out to the street can provide another pass for liking to get into your house. If your house or apartment has underground wiring it would be very unlikely that lightning would come into your residence. The greater problem is when electrical lines, and telephone and cable lines, are strong overhead.
I hope these comments are some help to you. If you see something funny what I said, I cannot type freewill so I have to do this with voice dictation.
http://www.wikihow.com/Protect-Yourself-in-a-Thunderstormhttp://www.deltala.com/And there is Google:
http://www.google.com/search?q=Modem+hit+by+Lightning&ie
