I was watching Animal Planet and they discussed it and gave some good advice that is a bit against the advice ChrisAK gave.

Don't pet or comfort your dog since for the dog it means it's good behavior he's showing.

What they did, was creating a comfort area for the dog (like a crate or a cupboard) with his basket and toys. And when there was a thunderstorm, they would gently show him the way to the comfort area and leave him there, telling him he was a good boy in his basket.
The owner had to continue doing what he usually did, as if there was nothing going on.

They also had a cd with thunderstorms on it and let the dog get used to the noise. Of course, for a dog it's not only the thunder, but the atmosphere itself that is so scary.

Maybe you can put a leash on your dog and stop him from jumping into the car?

My dog is a big shivering, teeth chattering smelly thing when it comes to thunderstorms, but we got it under control by getting her into her basket in the kitchen. Usually I start cooking or whatever to show her I'm fine.
And she gets a nice reward after a thunderstorm if she behaves good.

Good luck!