Re: Sage Bret B.
Oops, I forgot to answer your question:
I think the cool air coming out of the thunderstorms probably started as a downdraft though the core of the storm where it was cooled by lots of rain (and maybe some hail). When this downdraft fell out of the bottom of the storm it hit the ground and fanned out in all directions, leaving the rain behind in some directions, like ours.
If the downdraft just fell though non-rainy air it would actually heat up from compression as it fell into the higher pressures at ground level (called a heat burst.) It's the cooling rain that's the key to getting cool air out of a storm.
Plus some of that air started out at high altitudes where it was already quite cool. Not all of it, though; a lot was pulled up from the lower altitudes by the convection that caused the storm in the first place. We know THAT air is warm and humid because we live in it.
Check out the Wikipedia article discussing downdrafts, downbursts, microbursts, derechos, heat bursts, etc: http://en.wikipedia.org/wiki/Downburst