BBC Correspondent Frank Gardner: Authorities stormed kidnappers' hideout in a hail of bullets

An Australian man also died. Twelve other Western hostages were freed, including nine Britons.

The four dead were among a party of 16 Western tourists who were taken hostage while travelling with the British-based tour operators Explore Worldwide.

The hostages died after a shoot-out between their kidnappers and the government troops trying to rescue them.

The UK Foreign Office is now advising British tourists visiting Yemen to leave as soon as possible.

The tourists had been travelling with Explore Worldwide

It said: "British nationals resident in Yemen are advised to be extra-vigilant and not to travel outside main towns at present."

It has also advised against all non-essential travel to the country.

The Foreign Office has named the Britons who died in the shooting in the southern province of Abyan as Margaret Whitehouse, and Ruth Williamson.

A third British tourist, Peter Rowe, later died of gunshot wounds in hospital.

Foreign Secretary Robin Cook said he was "deeply shocked" at the news of the casualties.

The four were believed to have died when Yemeni security forces stormed their kidnappers' hideout, freeing 12 other captives.

He added: "I am deeply shocked at the news of the casualties suffered by the group of tourists abducted yesterday in Yemen.

The prime minister's office said Tony Blair had "expressed his shock and horror at the deaths. He said that his heart went out to the families of those involved."

Kidnappers killed

Yemeni officials say the security forces intervened when the kidnappers - believed to be Islamic militants - began killing their captives.

Two of the kidnappers are also believed to have been killed by the security forces in the shoot-out.

Four others have been arrested and face the death penalty under legislation introduced in the summer in a bid to stamp out kidnapping in the Yemen.

Population 'heavily-armed'

One of the few British politicians to visit Yemen recently, Richard Burden MP, said the population was heavily-armed.

The Labour MP for Birmingham Northfield said: "In the towns most men still carry the traditional Yemeni knife and in the country carrying a gun would be quite common."

Baroness Symons: "Agonising day" for families

But he said it would be wrong to criticise the authorities' handling of the rescue attempt without knowing the full facts of what happened.

"Knee-jerk reactions at this time would be quite inappropriate. This is a tragedy for those people killed but it is also a tragedy for Yemen which was trying very hard to build a democratic system.

Baroness Symons: "The Foreign Office's first duty is to the families of those concerned."

"We need to find out exactly what happened, how it happened and what lessons we can learn about the future."

Junior Foreign Office Minister Baroness Symons said Tuesday's incident was "unprecedented".

It had been a "heartbreaking day" for the families concerned, she said.

"There have been conflicting reports coming out. News is still coming out of the Yemen now. We don't know what has happened."