What should you do when you're inside and there is an earthquake?

I am currently living in Greece and we've been having a lot of earthquakes lately. The last significant one was about 100 km from us but two people were killed near the epicenter and it was so strong even here that everything fell of our shelves. Now we continue to have many small quakes (there was a 5.7 at 5 am this morning about 40 km from here) and I never know what to do when they happen because everyone seems to have their own theory. Usually I end up sitting outside with all the scared old ladies "waiting" for an aftershock but who knows if that does any good since we never seem to get aftershocks immediately after the quakes...