Hi Kathy,
We have detected aurora on all four of the gas giant planets, and connections have been made for the ones on Jupiter and Saturn with coronal mass ejections (CMEs) or other changes in the solar wind.
You can read more here:
http://www.nasa.gov/missi...ghts-on-jupiter.html
http://www.nasa.gov/missi...assini-20081112.html

Voyager 1, which is now beyond the orbits of any of the planets, has detected CMEs in the outer reaches of the solar system near where the solar wind meets interstellar space.

Best,
Terry