I used to have a strong weather phobia, but I'm mostly over it. If there was even a slight chance of storms, I would start getting nervous, and the second the wind started up, I was scared to death (it's the wind that bothered me, not the lightning or thunder or rain) and I couldn't move. I'd pack my animals up in their cages, put em in the basement, and I'd be back and forth between the windows watching the sky, with the TV turned to whatever station was giving the most coverage on the storm. I'd be sick to my stomach, too. Not sure what it was that made me grow out of it. This past summer was the closest I've come in several years to getting that feeling again. It was when I was living at my boyfriend's place...he has no basement, and nothing that really blocks the wind at all, either. His place is in an area that is rather high elevation wise (someone actually told us is one of the highest points in IL...not sure if it's really true or not though). The wind gets strong enough often enough that there is a wind farm very close (we can see it out the window). Anyway....some REALLY strong storms went through the area, and the wind got real strong...the whole house was shaking. I actually got pretty scared. We even packed up the cats, even though we weren't sure where we were gonna go.
So anyway...don't feel bad. Many of us have phobias.