Here are some guidelines to follow to keep you and your family safe during a tornado.
Go to the basement or an inside room without windows on the lowest floor (bathroom, closet, center hallway). If possible, avoid sheltering in any room with windows. For added protection get under something sturdy such as a heavy table or workbench. Cover your body with a blanket, sleeping bag, or mattress.
For a quick reference on what to do before, during, and after a tornado, the National Weather Service has provided an informational PDF.