Do a search on allmusic.com for thunderstorms as "title", for nature this one stood out. This is the same one I've purchased for my parents mini-dachshund, Willie last Christmas. (No he didn't get scared).
http://www.allmusic.com/cg/amg.dll?p=amg&uid=CASS80306021225&sql=Aalknikkhbb69
http://www.allmusic.com/cg/amg.dll?p=amg&uid=CASS80306021225&sql=Aalknikkhbb69