If you're in an area where you can't completely shield a pet from fireworks by keeping her inside far from windows, or drowning out the sound, there's a possible solution to get her used to the distant booms.

While it's possible to purchase fireworks CDs [1] for this purpose, you can download some for free online, like these when you right-click [2]. To use, play in the house quietly and slowly work up to a louder volume. (The same can be done for sirens if you live near a hospital.) Have you ever desensitized a pet in this fashion?