SANAA (AFP) - Yemeni authorities have rounded up 25 suspects over a deadly attack on the US embassy in Sanaa, a security source said on Thursday, while an Al-Qaeda linked group threatened on Thursday more strikes against Western interests in the poverty-stricken nation. The Organisation of Islamic Jihad said it was behind Wednesday's car bombing and rocket attack on the highly fortified US mission that killed six soldiers, six assailants and four others, including an American and her Yemeni husband. It said it was demanding the release of fighters being held by the Yemeni authorities, which have been battling a wave of attacks by Al-Qaeda men since before the September 11, 2001 attacks in the United States. "We, the Organisation of Islamic Jihad, belonging to the Al-Qaeda network, repeat our demand of (Yemeni President) Ali Abdullah Saleh to free our detained brothers within 48 hours," said a statement signed by self-proclaimed leader Abu Ghaith al-Yamani. The group vowed it would continue attacks "against Western interests," Yemeni public figures and the Saudi embassy in the capital. It also called for the closure of the US and British missions in the Arabian pensinsula republic, the ancestral homeland of Al-Qaeda chief Osama bin Laden, who remains at large seven years after the September 11 attacks. In a statement, Islamic Jihad said it would "pursue a series of explosions according to our pre-established plan" and threatened to blow up the embassies of Britain, Saudi Arabia and the United Arab Emirates if its "brothers" were not freed from Yemeni prisons. A Yemeni security source said the 25 suspects were rounded up in Sanaa in a manhunt launched on Wednesday which continued through the night. "The security services tracked down all the suspects," the source added. Last month, the authorities said they arrested 30 suspected Al-Qaeda members in a crackdown on the network. The State Department announced on Thursday that Susan el-Baneh, from Buffalo, New York was killed in the attack and that her husband, a Yemeni, also died. It gave no details. State Department spokesman Sean McCormack said the strike bore "all the hallmarks of an Al-Qaeda attack." The US embassy bombing was the second strike on the compound in six months, and the latest in a spate of attacks against Western interests and oil installations in the country, one of the poorest on the planet.