This is the one we used, called Clix - Noises & Sounds, from Amazon:
http://www.amazon.co.uk/Clix-Therapy-Fi ... 257&sr=8-1It has everything from trains and planes, fireworks and whistles, to gunshots and crying babies.
When they were puppies, we used to put it on in the kitchen and leave the dogs in there with it when we went out, so it just cycled round for an hour or two. In theory you can crank up the volume each time until they aren't bothered by it at full volume.
I can't tell you whether it really worked, although our dogs (a lab and a cocker) are both unphased by fireworks, and they've also both been fine with gunshot from the first time we took them on the shoot, so it may well have done the trick. For £6 you can't really go wrong!
Steve