They go out because the rain can short out the circuits and cause a power surge. To prevent this, you can put a plastic cover over your lights to protect them from water damage. You can also try moving the lights to an area that is not exposed to the rain. Another option is to use LED lights, which are more weather-resistant than traditional incandescent lights. If you do experience an outage, be sure to check the breaker box and reset any tripped breakers.