this is not so difficult to do, unlike many of you might think. Just get your camera on a tripod and focus manually to infinity. Then point to where the lightning always appear (of course this is during rainy day and there are lightning strikes) and get your camera to expose for about 2 or 2.5 secs. Timing is important, you need to snap just before the lightning strike (when you saw a flash of light on the sky) to get the whole thing in your photo. If you snap when the lightning is striking, chances are you might not get the lightning at all as it's pretty quick. Have a try!