For what it's worth, McVeigh was a member of the Christian Identity movement. He had ties to Elohim City (the associated neo-nazi compound, in Oklahoma, I believe).
If you don't know what the Christian Identity movement is, consider yourself lucky. Christian Identity is a label applied to a wide variety of loosely-affiliated groups and churches with a racist, perverted Christian theology: Aryan blood purity, British Israelism and militant white supremacist spliced with a very unChristian Christianity, all hastily slapped together into one delightfully offensive package.
At best they are white separatists. At worst, they are rabid neonazis, who venerate Hitler, hate Jews and Catholics and blacks and HIspanics and (list goes on and on). etc. etc.
They are not Christian. Unless you believe that purging all non Aryan peoples from the earth or deporting them is a critical tenet of Christianity, that only Aryan Anglo-Saxons can be true Christians, etc. etc.. Which I doubt many true Christians do. ;)
When they bombed OKC, what didn't happen was that Christians worldwide didn't run out in the streets in celebration and hand out candies and declare the bombers to be heroes. So OKC clearly wasn't "Christian" in any meaningful sense. (Also Christianity has this "Thou shalt not murder" command which would be awfully inconvenient for anyone trying to say the OKC bombing has a Christian theological justification.)
Contrast this to the Islamic reaction to 9/11 - dancing in the streets from Morocco to Indonesia, and yes, even in Europe. Islamic theological justifications for 9/11 are so numerous that I can't even list them all here. Muslims worldwide declared their solidarity with the perpetrators. Islamic governments funded the operation, provided assistance, training, and other support. Imams praised the attacks as the will of Allah... Islamic groups held conventions that called the perps "magnificent". Islamic families named their children "Osama" - for a time that was the most popular baby name in the Islamic world.
Can you spot the difference?
If we're willing to call McVeigh and his ilk "not true Christians," then we must be willing to accept the notion that moderate Muslims might feel the same way about al-Qaeda.
I don't think there are as many moderate Muslims, but the ones there are have every right to disassociate themselves from the nutjobs. And we ought to be encouraging all Muslims to do so.