Because lightning will usually strike a tall object, if you happen to be standing near or under such an object, you can be injured, too. Avoid tall trees, power poles and even high fence posts if they're the tallest thing around. You should also steer clear of metal fences, like chain-link fences. Even though they don't attract lightning, they make a great conductor, so hands off.
Keep in mind, if you're carrying an umbrella, you may inadvertently become the tallest object in the area. They're great for rain showers, but you'd be well-advised to take them down in a thunderstorm.