Absolutely do NOT comfort your dog when he or she is afraid of something. This only makes the situation worse. If your dog just started being afraid of noises and wasn't in the past, a trip to the vet would be in order. If everything checks out good there, you will have to start de-sensitizing your dog to noises. Start out by walking your dog around in noisy areas and give him a treat with praise if he shows no fear. Dogs can sense anxiety in people and if you are nervous for your dog, he will know it. When you walk your dog, be very calm and when he shows signs of being fearful, don't react. Keep walking. Pretend you don't hear the noise. Just be sure to bring a handful of little treats with you and treat him the very moment you see he is not acting afraid. Good luck.