Sound Therapy
There are CDs available which feature a variety of the sounds which commonly upset dogs – not only fireworks but thunder, gunshots, traffic and so on.
You could try playing this every day, well in advance of the event, gradually increasing the volume. While it is playing work hard to keep the dog focussed on something else – play ball, hide and seek, provide a favourite treat, a good safe bone or chew, do some clicker training. This may help your dog learn not to be upset by the fireworks and increase the effect of the desensitisation programme.