I saw this setup at the Space TV office (the guys that manufacture DSTV equipment) a while back.
Basically you get a new LNB that is installed, but instead of coax running from the LNB to the decoder, you have fibre. Next to your decoder you then need another converter to convert fibre to coax, before the coax is plugged into the decoder. If lightning hits the dish, the fibre acts as insulator to protect your decoder.
Don't know the cost though.