New York has always been a mecca for immigrants, including an Egyptian dishwasher living in a cramped Brooklyn apartment he shared with three other Middle-Eastern men. But on July 31, 1997, the last place he wanted to be was home, where two of his roommates-young, angry Palestinians-were proudly showing off the bomb belts they planned to detonate on a packed rush-hour subway train. Barely able to stifle his panic, the Egyptian told two policemen his...