I am absolutely terrified of Thunderstorms. Point Blank.?

Whenever there is a thunderstorm.. I almost get angry. I get so filled with fear though, that I just can't control myself. It is as if a person is pointing a gun at me, in metaphorical terms. Every rumble of thunder, gust of wind, and bolt of lightning just makes me want to burrow a 50 foot hole in the ground. Literally. Here in Colorado, the weather is unpredictable, and especially in May and June, there are tons of thunderstorms. The thing is, I am less afraid of thunderstorms when the skies are more light gray. Even if there is a tornado warning, I feel more calm if the sky is gray, not dark. It is the darkness, the loud noise, and my pathological fear of tornadoes that gets to me. I can't stand or sit still when there is a thunderstorm. I immediately head for the basement, and just pace back and forth in fear. Now please don't tell me to just sit down, and listen to my iPod, because that just doesn't cut it. I need someone that can relate to me. I believe this all started when I was probably 9, but it got worse when I turned 12. 2-3 years later, it has even gotten even worse. It may be because I lived in the Mountains for a few years, and the thunderstorms were so terrible up there. What got me most was one time when we had a tornado warning in the mountains, which is very unusual. The sky turned yellow, and it hailed like there was no tomorrow. I live in the city now, but I am still terrified. :( So, does anybody have a fear of thunderstorms as much as me? If so, how have you helped yourself?