Now not many people have a complete understanding of how electricity works. I don't. What I do know, is that charged particles in storm clouds form an immense tension between the ground and themselves. But Air is an insulator
...so, the electricity must form such a high tension, that the air turns to a form of plasma, which then conducts the electricity, and the bolt.
Now, anybody who has knowlege of EMP pulses, knows what a faraday cage is. It's a "shield" of sorts that protects whatever electrical divices (assuming that's what they are) are inside of it.
That's enough intro...watch a Top Gear correspondant get struck by man-made lighting in his car:
EDIT: damn...you'll have to watch it thru YouTube...
My bad.