Grounding Outside Cameras

[Jimmy FK]

I am wondering if anyone might have experience with the grounding of the cameras to protect them from lightening strikes? I purchased some lightening arrestors but never used them as I could not figure out how to go about grounding the units. The are supposed to be inserted in-line with the camera BNC connector feed lines and have a short pigtale extending out of the box like unit to a ground. Would I have to get grounding rods and connect these units to the ground rods?
I am asking this after the fact that my system has been fried due to a severe storm which had fried my DVR. I have the DVR powered through a Trip Lite Batther Backup and everything was powered off during the storm. Thanks for any thoughts on this. My system had been running for about two years with no problems during other electrical storms.