I heard an interview with an Egyptian journalist talking about this - the summary would be that as the only point of reference for many of those protesting is their own country where the government had an iron grip on the media so they assume it is the same on other countries. Hence when something they don't like appears in the Western media they see embassy's as a target as their assumption is that it must be a government action. He did say that things had improved a lot since the Danish cartoons, as more people now understand that there is freedom of the press in the West now that things are better in Egypt. So hopefully it will get to the point before too much longer when people will stop blaming Western governments for the actions of the press/ general idiots with a camera.