Mumbai, Aug 18 - He is a law abiding citizen, believes in the saying 'jaisa desh waisa vesh' (When in Rome, do as the Romans do) and strictly follows the rules of the country he is visiting, but Shah Rukh Khan Tuesday said that his experience at the Newark airport's immigration counter in the US was 'embarrassing'.

'I am scared of the authorities and rules so I try to follow the rules of the country I travel to. Whenever I am in America, I have to report at least two hours in advance while travelling within the country for security reasons -- they ask me to take off my clothes and shoes, and I do that. But I never experienced this kind of treatment,' Shah Rukh told reporters on his arrival here four days after he was detained for two hours at the Newark airport.

'There are some routine security measures - they check your finger prints and scan your retina. But the routine security process was not followed. Instead, the authorities asked me bizarre and irrelevant questions. I am not trying to make a point here, but why were security measures not followed?' he asked.

'The security of any country is important but caste, religion or race shouldn't come in the way of security measures.