* Egyptian demonstrators clash with police before mass protest
* Protests in Malaysia, Bangladesh, Yemen, expected in Sudan
* Western embassies tighten security
By Edmund Blair
CAIRO Sept 14 (Reuters) - Demonstrators, furious at a film they say insults the Prophet Mohammad, clashed with police near the U.S. embassy in Cairo on Friday before a nationwide protest called by the Muslim Brotherhood which propelled Egypt's Islamist president to power.
Protesters also clashed with police in Yemen, where one person died and 15 were injured on Thursday when the U.S. embassy compound was stormed, and crowds gathered against the California-made film in Malaysia, Bangladesh and Iraq.
The film was blamed for an attack on the U.S. consulate in Libya's eastern city of Benghazi that killed the U.S. ambassador and three other Americans on Tuesday, the anniversary of the Sept 11, 2001 al Qaeda attacks on the United States.
In Nigeria, where radical Islamist sect Boko Haram has killed hundreds this year in an insurgency, the government put police on alert and stepped up security around foreign missions.
State-backed Islamist scholars in Sudan called a mass protest after Muslim prayers on Friday and an Islamist group threatened to attack the U.S. embassy in the capital Khartoum. The government also criticised Germany for tolerating criticism of the Prophet.
Security forces in Yemen fired warning shots and used water cannons against hundreds of protesters near the U.S. embassy in Sanaa. "Today is your last day, ambassador!", and "America is the devil", some placards read.
The embassy told U.S. citizens it expected more protests against the film. "The security situation remains fluid," it said in a statement posted on its website.
German Foreign Minister Guido Westerwelle said the video was "unspeakable" but should not be used as an excuse for violence. He also appealed to nations affected by the protests to strengthen protection of diplomatic missions.
U.S. and other Western embassies in other Muslim countries had tightened security, fearing anger at the film may prompt attacks on their compounds after the weekly worship.
The protests present U.S. President Barack Obama with a new foreign policy crisis less than two months before seeking re-election and tests Washington's relations with democratic governments it helped to power across the Arab world.
Obama has vowed to bring those responsible for the Benghazi attack to justice, and the United States sent warships towards Libya which one official said was to give flexibility for any future action.
Cairo protesters threw rocks at police, who threw them back and fired tear gas. A burnt-out car was overturned in the middle of the street leading to the fortified embassy from Tahrir Square, focus of protests that ushered in democracy.
Egypt has said the U.S. government, which has condemned the film, should not be blamed for it, but has also urged Washington to take legal action against those insulting religion.
President Mohamed Mursi, an Islamist who is Egypt's first freely elected president, is having to strike a delicate balance, protecting the embassy of a major donor while also showing a robust response to a film that angered Islamists.
"What happened a few days ago was a pernicious attempt to insult the Prophet Mohammad. It is something we reject and Egypt stands against. We will not permit that these acts are carried out," said Mursi, on a visit to Italy, adding:
"We cannot accept the killing of innocent people nor attacks on embassies. We must defend diplomats and tourists who come to visit our country. Killing people is forbidden...by our faith."
The Muslim Brotherhood called for a peaceful nationwide protest on Friday. Mursi was the Brotherhood's presidential candidate, although he formally resigned his membership on taking office saying he wanted to represent all Egyptians.
In Libya, authorities said they had made four arrests in the investigation into the attack that killed Ambassador Christopher Stevens. U.S. officials said it may have been planned in advance - possibly by an al Qaeda-linked group.
Pope Benedict arrived in Lebanon on Friday for a religiously sensitive visit, especially given anger over the film, which depicts the Prophet Mohammad in terms seen as blasphemous by Muslims, although the only protests in Lebanon against it were due to take place far from the capital.
U.S. Secretary of State Hillary Clinton said Washington had nothing to do with the crudely made film posted on the Internet, which she called "disgusting and reprehensible", and the Chairman of the U.S. Joint Chiefs of Staff called a Christian pastor in Florida to ask him to withdraw his support for it.
About 300 people protested in Cairo, some waving flags with religious slogans. State media reported 224 injured since violence erupted on Wednesday night after a protest in which the embassy walls were scaled on Tuesday.
"Before the police, we were attacked by Obama, and his government, and the Coptic Christians living abroad," shouted one protester, wearing a traditional robe and beard favoured by some ultraorthodox Muslims, as he pointed at the police cordon.
Egypt's Coptic Orthodox church has condemned what it said were Copts abroad who had financed the film.
Sudan's Foreign Ministry also criticised Germany for allowing a protest last month by right-wing activists carrying caricatures of the Prophet and for Chancellor Angela Merkel giving an award in 2010 to a Danish cartoonist who depicted the Prophet in 2005 triggering protests across the Islamic world.
President Omar Hassan al-Bashir is under pressure from Islamists who feel the government has given up the religious values of his 1989 Islamist coup.
The official body of Sudan's Islamic scholars called for the faithful to defend the Prophet peacefully, but at a meeting of Islamists, some leaders said they would march on the German and U.S. embassies and demanded the ambassadors be expelled.
"Tomorrow we will all get out to defend Prophet Mohammad ... We will do this peacefully but with strength," Salah el-Din Awad, general secretary of the scholars' body in Khartoum state told reporters after meeting government officials on Thursday.
The Foreign Ministry said in its statement: "The German chancellor unfortunately welcomed this offence to Islam in a clear violation of all meanings of religious co-existence and tolerance between religions."
Sudan used to host prominent militants in the 1990s, such as Osama bin Laden, but the government has sought to distance itself from radicals to improve ties with the West.
Protesters in Afghanistan set fire to an effigy of Obama and burned a U.S. flag after Friday prayers in the eastern province of Nangarhar.
Directing their anger against the U.S. pastor who supported the film, tribal leaders in province also agreed to put a $100,000 bounty on his head.
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