A day after filing this report Frank Gardner was seriously wounded when he and his cameraman Simon Cumbers, came under gunfire in the Saudi capital Riyadh. Gardner survived the attack and is being treated in hospital, where he is listed as being in a critical, but stable condition. Cumbers, 36, was killed.
Thousands of British and other Western expatriates in Saudi Arabia are bracing themselves for further attacks by al-Qaeda.
Twenty-two people were killed there last weekend in a raid on the oil town of Khobar by anti-Western fanatics.
Vehicles were left riddled with bullets after the attack in Khobar
Most of the terrorists escaped and the British ambassador to Riyadh has warned that further attacks are likely.
This is not the Saudi Arabia I know. In 15 years of coming here, I have only once before seen a sandbagged gun emplacement outside my hotel, and that was when Saddam Hussein's tanks were massing on the border with Kuwait.
Now the soldiers manning the checkpoints are distinctly nervous, their fingers on the trigger guards of their assault rifles, their faces darting through car windows, checking documents, looking in glove compartments, asking questions.
Superficially, much is the same here. Saudis and expatriates still go about their business in the stifling, 40-degree heat; shops close for prayers; people go home for siestas after lunch, then re-emerge into the evening traffic jams. Life goes on.
Saudis I meet are embarrassed, almost apologetic, about the tight security. They shrug their shoulders and say, "It will soon pass, God willing."
But last weekend's extended al-Qaeda raid on a housing compound and other buildings in the Gulf town of Khobar has seriously rattled its expatriate community.
It was not, as some have suggested, a direct attack on the oil industry.
Those killed by al-Qaeda last Saturday included bankers and caterers. The oil facilities themselves have not yet been attacked.
Gunmen took hostages in a high-rise hotel during the Khobar attack
But this was the most violent thing to have happened in Khobar since a US Air Force accommodation block was blown up eight years ago, killing 19 airmen.
Western ex-pats in the oil-rich Eastern Province of the country had grown almost blasť about the terrorist threat.
Al-Qaeda was something visited on other people, mostly in the strictly conservative capital, Riyadh. Now that has changed and so has the mood.
In the shopping malls where ex-pats used to linger - remember, there is no public entertainment here - they now take their purchases and walk quickly to their cars.
Many lock their doors, some even check under the chassis for bombs.
The Britons here tend to live in housing compounds - walled oases of comfort where they can mingle with other western families, use the communal swimming pool, even indulge in some illegal home-brewed beer, all out of sight of the Saudi authorities.
But this cosy cocoon has recently been punctured. Saudi security has failed to protect these compounds on several occasions.
Twice last year, al-Qaeda fanatics were able to shoot their way past the guards at the gate, then drive truck bombs into the heart of the compounds.
Police have been hunting the attackers throughout the kingdom
Investigations are still continuing into how the group that attacked Khobar last weekend was able to run amok in the compound for hours on end.
Ex-pats I spoke to have little confidence in the defensive abilities of the unarmed security guards. Most are paid less than $500 (£300) a month and many have no training at all.
Even at those compounds where the Saudi National Guard has set up sandbag defences with machine-guns, people worry whether they could withstand a full onslaught by al-Qaeda zealots who have no fear of death.
At the headquarters of Saudi Aramco, the national oil company, a long line of cars tails back at the gate, waiting to get through security. Mirrors are passed beneath vehicles, sniffer dogs stand panting in the shade.
In the distance, just visible in the heat haze, is a radar installation sitting on top of a rock outcrop. It is supposed to give warning of any unidentified aircraft, so that Saudi fighters based nearby can scramble to intercept them.
It all looks impressive, but one American, whose husband works for the company, told me she was waved through last week without any ID card.
It worried her, as she pointed out that al-Qaeda cells here in Saudi Arabia have taken to disguising themselves as women. In fact, only last week, one was shot dead wearing women's clothing in the mountain town of Taif.
On Wednesday afternoon, I went to the British school in Khobar to attend the memorial service for Michael Hamilton, the Briton who was killed in last weekend's raid.
The gathering looked so ordinary and yet here we were commemorating something so utterly alien to this normally placid community.
Bankers, diplomats, teachers and oil workers stood silently while tribute was paid to a man they had so often waved to across the street, only to hear he had been slaughtered on Saturday, his body dragged round town from the bumper of a car. I saw tears in the eyes of several Saudis present.
When the service was over, his widow walked out, clutching the arm of a friend, her eyes tight shut.
This is a country that thousands of Britons have made their home for years. Now, slowly, they are coming to terms with the fact, that if the terrorist attacks on Westerners continue, they may have to consider leaving Saudi Arabia before it is too late.
From Our Own Correspondent was broadcast on Saturday, 5 June, 2004 at 1130 BST on BBC Radio 4. Please check the programme schedules for World Service transmission times.