'Datta, dayadhvam, damyata' (Give, sympathize, control). The fable of the meaning of the Thunder is found in the Brihadaranyaka--Upanishad, 5, I. A translation is found in Deussen's Sechzig Upanishads des Veda, p. 489.
Southam notes that Eliot got the reference wrong. He also says that the translation from Sanskrit was into German.
Anyway, with hyperlinks it is much easier to get a translation of The Voice of Thunder section of the Brihadaranyaka Upanishad here at the Exploring The Waste Land site.