In recent days administration officials have warned the nation about possible terrorist attacks, subjecting us once again to color-coded threat charts and puzzling admonitions to go about our lives as usual. The message is clear: grave danger surrounds us, but ordinary citizens should do nothing and trust the government take care of it. But the obvious lesson of September 11th is that government cannot protect us. Even with trillions of tax dollars spent on “defense,” hijacked planes flew unchallenged over our skies and attacked national symbols of business and government. Yet now we’re told to put even more faith into...