Both the Globe and Mail and the CBC are running this story and the main message is don't listen to your mp3 player outdoors during a lightning storm. The doctors are not necessarily saying that the devices, including cell phones and pagers, attract the lightning strike but rather the affect, on your body, of a strike nearby will be intensified by the metal in the devices and could cause greater injury. It is also noted that change in your pocket will have the same unwanted affect, but even so it's probably just good practice to put the devices safely away and head indoors if possible. The consequences chronicled in the news articles above sound rather unpleasant.
