I would suggest contacting your local Emergency Manager, Red Cross, or Public Health Department and ask about chemical, biological, radiological, nuclear and explosive events and what steps you can take to protect yourself. They should have lots of information for you. Also look for a HAZMAT awareness course in your area (again contact any of the above) this course will teach you how to ID what you might encounter and what to do. Chesk into joining your local volunteer fire department if you have the time. They can also provide you with training. A self contained breathing appratus is probably the best way to go to protect yourself but not everyone carries one in their back pocket (humor). Some will tell you to shelter in place. this depends on the distance to the chemical and if you are in more danger if you attempt to leave. So I would suggest doing a google on shelter in place and consider that as an option. I am including some links to check out. The best way to protect yourself is to increase the distance from the incident and minimize the time that you are exposed.

http://www.bt.cdc.gov/planning/shelteringfacts.asp
http://www.lepcinfoexchange.com/sipexamples.html#brochures