Made in PS and ImageReady v7. You can do just the rain or the lightning too.
From this
to this
So we start off with both PS7 and Image Ready open, but in the first part we'll work in PS7.
Begin with the picture above. Duplicate it 3 times. Set them all to 'softlight'.
On the first copy we are going to go to Filter - Noise - Add Noise. Copy the settings shown, but once you've got the hang of this play around with the 'amount' later.
It'll look like this:
Your going to do the same thing with the other 2 layers, but your going to raise or lower the 'amount' setting by a few points, so it'll be 69 or 75, something around there. All the duplicated layers should have different amount settings. So you'll have 72, 75, and 79 or something to that effect.
Now you will go to Filter - Blur - Motion Blur. Angle: -79 Distance: 80 pixels.
Next you will take this... I'll call it a texture I guess... Your going to put it on there and set it to 'hard light'. Then your going to take a soft round brush and erase the part that is on the water and the tower. You can get other lightning textures
here.
Then you duplicate the lightning and go to Edit - Transform - Flip Vertical (so now it is upside down). It should still be on hard light with the 'opacity' on 70%. Now you pull it down to where the top meets the top of the water. This way the lightning will be reflected on the water.
Also zoom in and with a 1 or 2 px brush erase the bit on the little line of lights on the layer of the sky lightning. You should have this:
Now we'll add the border. New layer. Go to Select - All (or shift A) the go to Select (again) Modify - Border: 1px. Then Edit - Fill. On the first drop down menu choose black.
Now we'll go to Image Ready
*shift-ctrl-m* Will open your thing in image ready.
I've never done a tutorial in image ready so I might not be too good at explaining.
So you'll start out with one frame. Set the time to 0.15 seconds. On the layers window click on all the little eyes except the ones on the base, 1st base copy, and border, so they all dissapear except those three. Now duplicate the frame twice.
Select the second frame. Make it so that only the eyes on the base, 2nd base copy, and border show.
On the third frame only the base, 3rd base copy, and border will have the 'eyes'.
If you only want rain you can stop there.
Press the play botton to make sure the rain looks like you want it to.
On to the lightning.
Now select the 2nd frame. Duplicate it and move it to the end so that it becomes frame 4. So now frame 2 and 4 are the same. On frame 4 click on the 2 lightning layers. Make sure they are both still on hard light.
Duplicate the 3rd frame now and move it to the end. Select the 2 lightning layers but set them to 'pin light'
Hardlight
Pinlight
Your frames window should look like this at the end.
And now... your done! Just save it as a optimized gif. file and there ya go.
If there are any questions at all please ask.
Here's another icon I made using the same method.