No DO NOT comfort him when it happens. This just shows him that there IS something to be afraid of!
whenever in a situation where loud noises may scare him, get REALLY excited and give him treats! This will teach him that in those situations its a GOOD thing and he will get rewarded!
But remember, as hard as it might be, you NEED to ignore him. If you baby him or coddle him it only reassures his fear and will make it worse!
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