There's a long, long history involved in middle-east and western world relations, and no one real singular cause.

Don't bother listening to anyone who says somehting like "it's because of the Gulf war."

We've bombed the fuck out of them.

Some of it is just good old-fashioned righteous anger against an exploitative oppressor (which we very much are.) A large part of it is the the spread of certain, militant ideologies in the wake of Ayatollah Khomeini's Iranian Revolution in 1979. These days, most of these nations exist only geographically, like Door said. Iraq is a good example. Various tribal groups and religious minorities just do not get along with each other, but first world nations drew the national borders with no regard for that. There are a lot of other factors at work here too, like how Turkey and Saudi Arabia "secretly" provide funding and resources for jihadi militants.