In Premiere Pro 2.0 you have a lightning effect. You have to create a lightning first, edit it's parameters, and finally, animate it. You can animate it so that the branches move, and you can also animate it so that it moves/rotates from one point to another using 2 keyframes.
^^I know this sounds complicated, but if you have some experience in video editing, and a good program of course, it ain't hard at all. When you get the "hang of things" you can do these things in no time.