FLC OF DC9 IS INFORMED PRIOR TO DEP THAT THERE IS POSSIBLE WINDSHEAR OFF THE END OF THE RWY WITH TSTMS APCHING FROM E AND W. THEY DEPART AND ENCOUNTER SEVERE TURB FOR 15-20 MINS.

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DEPARTING MSP ON FLT FOR MDW; TSTMS WERE APCHING FROM THE W AND MOVING E. WE WERE GIVEN RWY 22 AT MSP FOR DEP. OUR RADAR SHOWED THE TSTM CELLS WERE STILL 75 MI W OF THE ARPT. OTHER ACFT WERE DEPARTING MSP ON RWYS 22 AND 12L. JUST PRIOR TO OUR TKOF CLRNC; TWR RPTED THEIR SENSORS WERE RPTING A 20 KT LOSS OF AIRSPD 2 MI OFF THE APCH END OF RWY 12L. NONE OF THE DEPARTING ACFT HAD MADE ANY WINDSHEAR RPTS. BOTH THE FO AND I FELT THAT; BASED ON OUR RADAR AND SINCE NO ONE HAD RPTED ANY WINDSHEAR (EXCEPT THE TWR); THAT WE COULD DEPART RWY 22 WITH AN IMMEDIATE TURN TO THE E AND BEAT THE TSTM. ALSO; THOUGHTS OF HAIL DAMAGE TO OUR ACFT IF WE STAYED ON THE GND CROSSED MY MIND (BASED ON PREVIOUS EXPERIENCE). WE DEPARTED ON RWY 22. WE EXPERIENCED MODERATE TO SEVERE TURB FOR THE NEXT 15-20 MINS UNTIL WE COULD GET FAR ENOUGH AWAY FROM MSP. WE ENDED UP FLYING OUR OWN HDGS BASED ON WHAT THE RADAR WAS SHOWING US. FINALLY WE ENCOUNTERED SMOOTH AIR AND PROCEEDED TO MDW. LOOKING BACK; I SHOULD HAVE TAKEN THE TWR'S WINDSHEAR ADVISORY PRIOR TO TKOF AND TREATED IT THE SAME AS I WOULD HAVE A PIREP OF THE SAME MAGNITUDE. THIS WOULD HAVE PREVENTED ME FROM DEPARTING AT ALL. ALSO; I SHOULD NOT HAVE BEEN CONCERNED ABOUT THE POSSIBLE HAIL DAMAGE MY ACFT MIGHT SUSTAIN IF I STAYED ON THE GND. UNFORTUNATELY; ACR DOES NOT HAVE A PROC FOR DEALING WITH STRONG TSTMS IF YOU ARE AWAY FROM THE GATE AND ON A TXWY WHEN A STORM APCHS.