This CareerJournal article refers to a topic that could be run every week: how to deal with a boss who is a bully.
The number of people who say that they have worked for a bully sounds high to me, perhaps my own experience has been more benign. (Or possibly I have lower standards!)
The article suggests going to Human Resources. That will work if the boss is not the CEO, but if the head honcho is a jerk, the only recourse is to flee.