What would YOU do?

On the first Wednesday of every month, the city of Nice tests out their emergency sirens at exactly 12pm. The first time it happened, it honestly scared the crap out of me (along with the cannon that goes off at the beach at noon and sounds like someone is being shot at), because it sounds like the city is about to be bombed. So anyways, 8 months later I've gotten use to this little event to the point where I barely even notice the loud siren that goes off for 8ish or so minutes.

However, as it sounded today (and I should note that it goes off for about 4 minutes, stop, and then go off again for another 4), I got to thinking, what exactly are you supposed to do if you hear these sirens and it's not the first Wednesday of the month? Anyone? Do I go to the basement? Get out of my house? Flee the city in my car? Hit the deck? Run towards the Med and get on a boat/go swimming? Hug a local police officer/fireman? Go shopping? What exactly is this siren warning us of? You tell me!