The only certain way to protect your SGC coupler from lightning damage is to turn off the power and move the antenna to ground during storms or high-static situations. However, SGC understands that this is not always convenient, or even possible for some installations. When possible, avoid transmitting in high static situations, like thunder and lightning storms. You should also insure that you have the best grounding system possible.

A good example of how to separately ground your antenna system can be found here.

The ARRL aslo published a series of articles on protecting your amateur station from lightning damage:
Download Part I
Download Part II
Download Part III