That's never made the slightest sense to me. As an atheist, the worst I've ever gotten from a Christian is, "Tsk...you're going to burn in Hell if you don't change your ways"...but it's not as if they would do anything about it other than try to persuade me, even if they had power over me.
(Christian Reconstructionism aside, which is a very tiny subset of Christianity as a whole)
Islam, on the other hand...I've actually had an online conversation in which a Muslim, when pressed, admitted that he felt I should be forced to convert at the point of a sword or be executed. His view is all to common in the Muslim world.
This one is sorta amusing. The foundation, of course, is that muslims know that allah is not God, or vice versa, and that they will attack God and believers in any way possible.
So they claim the Jews must be exterminated, because God told the Jews to destroy Amalek (the muslims), and the Jews disobeyed.
http://junipersec.wordpress.com/2012/09/04/muslim-jewhatred/