NEW : The State Department says withdrawal of personnel is in response to a specific threat . Security steps increase in Yemen due to intercepted al Qaeda message , other threats . Comment: `` Do something , '' ordered a message from al Qaeda 's leader to his Yemeni deputy .
NEW : The State Department says withdrawal of personnel is in response to a specific threat . Security steps increase in Yemen due to intercepted al Qaeda message , other threats . A pair of suspected U.S. drone strikes kills four al Qaeda militants . `` Do something , '' ordered a message from al Qaeda 's leader to his Yemeni deputy .