If you have a pet that is frightened of fireworks, thunder or gun fire, there are ways to help them cope. You can help your dog by desensitising it to these noises, using a noise CD. Just search for noise CD on Google and you'll find several options.
I would also suggest you find a local trainer or behaviourist who will use reward based training methods, for help in training with the CD, to get the best result.
In the weeks leading up to the November 5th celebrations and new years, many people are understandably worried about their pets reaction to fireworks. If your pet has previously shown fear to these noises, once the season for fireworks is over you should speak to our behaviourist about starting a desensitisation programme to ensure your pet does not start to become fearful of other related sounds (such as a car backfiring etc).