After every rainstorm, we get a large number of people who find that their computers have been zapped by lightning. Either the power supply gets zapped via lightning hitting the power lines or modems get zapped from lightning strikes to telephone lines. It can be expensive to fix, but there are ways to avoid this.
Power surges can cause trouble too.
According to recent studies, your electrical equipment is constantly experiencing surges of varying power. Some of them can be absorbed by your power supply while others can only be handled by a quality surge suppressor. Those will NOT protect you. You want to get a surge protector that is rated for maximum protection. It contains a powerful battery that acts as a safe buffer against line spikes, but it also will keep power supplied to your computer long enough for you to save your work and shut it down.