I like to wear hats because they provide some barrier between my ears and the loud world, plus I like the sensory input, the feeling of the weight on my head. I know that won't help with a phobia regarding loud sudden sounds, but it's something that I've found helpful. You could also consider wearing earplugs, ipod headphones or a cell phone headset that's turned off whenever you're in a location that the alarms happen in.
My first college had frequent fire alarms, and people became so used to them being false alarms, that they would hide and avoid going outside when they went off, or learn to sleep through them, or professors would ignore them. Twice the alarms were real fires-one time just a minor trash can prank, but the other was a lethal fire.