Not to you, but it could be to the computer.
it is BEST to turn the computer OFF during a thunderstorm. Turn off the printer, too, and any modem you are using (including cable modems and telephone modems).
In fact, to be even safer, UNPLUG EVERYTHING.
Want to know how far a way a thunderstorm is? When you see the lightning, start counting, "one-thousand one, one thousand two..." at a fairly quick pace (try for one count per second -- practice with a watch first).
Light travels almost instantly, but SOUND travels at about 1/5 of a mile per second. So for every second you count, the storm is about 1/5 the if a mile away. Count to 5, and the storm is 1 mile away. Count two seconds, and the storm is about 2000 FEET away. (1/5 of a mile is about 1000 feet)
ANYTHING closer than 10 miles could damage your computer! Turn it off and unplug it!