The sadly ironic part is that most people who come to the West from Islamic countries don't come here because they want to spread the word, but because here is where the money is. Which is a lot more than can be said for the West and it's period of sending missionaries to the 'heathen lands' several hundred years ago. Multiculturalism is the bastard child of Imperialism.
You are seeing this from your point of view. It isn't entirely true in Scandinavia. Most of the immigrants here, according to my understanding, have applied for an asylum and thus are war refugees or otherwise oppressed. If my eyes are to be believed, Scandinavia is more closed for immigration than Central Europe. The reasons behind this are many fold and after traveling quite a bit, I tend to understand why this is so. I cannot say for certain if this holds for Norway too, but I'm pretty sure it does.
What tends to infuriate the lay person is that when these people are granted rights to be here, then some of them don't obey the law. I must emphasize that this is a cultural trait in Scandinavia; there is very little understanding of not obeying the law. Don't get me wrong, there are robbers and criminals in Scandinavia without any immigration, but what pisses off most people is that when the immigrants are given a possibility of starting a new life, some of them use it mainly for criminal activities that they were supposed to be escaping in the first place. There were a couple of occasions when it was found out that we have actually been sheltering a couple of war criminals. In some cases, Islamic people have committed honorary killings (several of them) and were asking to be judged by Sharia law and so on - this sounds incredibly offensive to any Scandinavian.
But, what happened in Norway is incomprehensible. The question is, will communities start to listen to the troubled persons more carefully now, or does everything keep going on the same way it has always been? I don't see any other way of preventing this, no gun or other restriction law is going to prevent this stuff from happening again.