I think the Spainish take bomb threats a little more seriously these days.
ETA is famous for calling in threats, and there is usually some bomb out there that goes off and takes out a couple of people. They are timed so that the police who come to investigate the first one are usually killed by the second one.
ETA has always worried that massive bombings would turn Spaniards against it. This was the reason that ETA worked with AQ in carrying out the March 11 bombing, because AQ was the public face on the attack.
The initial suspicion of the [Spanish] Government was that it was ETA. This was because AQ had "licensed" ETA's special cell-phone technology, and an ETA member had been caught [because of his falsified license plate] trying to transport nearly a ton of the same type of explosives to Madrid only a couple of weeks before the attack. A Moroccan, one of the 3/11 bombers, was also stopped because of his falsified license plate - but they didn't search his van, so he was able to continue on and bring his shipment of explosives to a place in Guadalajara, where they were then parcelled out and used as the explosives for the train bombing.
They're just paranoid.
After all they appeased the terrorists and shunned the fight to eliminate them, so they are safe from terrorist actions.
It's the likes of the USA who need to worry for we are defying the wishes of the terrorists and in turn our lack of compassion for their concerns is making us a focus for further attack.
Spain, you have it made with your appeasing attitude, just look what WE are going through because of our unwillingness to appease.