Albert Brooks says he wasn't looking to bring world peace, he was doing just what his new film's title said, "Looking for Comedy in the Muslim World." At its world premiere at the Dubai International Film Festival, Brooks said he was concerned Abdullah bin Zaid al-Nahayan, the minister of information of the United Arab Emirates, would lead the audience out of the theater. Instead, "they went crazy. I thought, I passed the test, it's O.K. The sheik is laughing; he's talking to the guy next to him in Arabic and pointing at the screen. And no one walked out," Brooks told The New York Times for Sunday editions. A.P. reports.