Well, that's a bit of a tricky question. There's no way to protect the Hub itself - if lightning finds it, it's going to end up a little bit of melted plastic.
The trick is to keep the lightning from traveling down the Ethernet cable into your home and causing damage there.
The best way to do this is through the use of a lightning protector; an inexpensive, low-power surge suppressor like this one: http://www.l-com.com/item.aspx?id=33784 should be sufficient. Make sure you mount it outside the house and ground it to your existing lightning protection system or a good ground (copper water pipe or copper spike at least 4' into the ground).