How to lightning-proof a structure?
- Keep regular backups until Notch provides a form of protection against this or a way to disable thunderstorms.
- If you see a thunderstorm get far enough away that the chunks containing your treehouse are unloaded.
EDIT: As of Minecraft 1.6, fire is severely nerfed and will not burn through your buildings like before. Consequently, lightning is also nerfed, and may not be worth worrying about, unless you structure is made of difficult to replace flammable materials, such as certain colours of cloth and leaves.
EDIT 2: Leaves are now replaceable due to the ability to cut them with shears in Minecraft 1.7. As a result, even treehouses no longer need to fear lightening.
Just sleep through the thunderstorm. Use a bed when one appears.
The latest Bukkit Recommended Build (#733) has rain putting out fires like it should. And since lightning only occurs during rain, you shouldn't have any issues.
If you are on an SMP server, suggest they update to the latest Bukkit as soon as possible if they have not already.
I'm still confused on if the Vanilla (Default Mojang) Minecraft server has this issue or not.