I grew up in Kazakhstan, and it is definitely not an anti-semitic place. But then, very little of what you see in Borat is a big component of the Kazakh society.
Some people in Kazakhstan are outraged by Borat. I don't share their feelings, but I find it sad that someone would just randomly pick a country and make it the target of his jokes.
I don't know if it was so "random" though, that he picked Kazakhstan. I am not sure what it was like when you grew up there, but the government is frequently cited for human rights abuses:
http://www.state.gov/g/drl/rls/hrrpt/2005/61656.htm
Now, the government is not synonomous with it's people. For example, I have met many people of Iraqi, Saudi, and Arabic descent that are good people who don't fit the profile of extremist Islamic terrorists. But, certianly the Kazakhstan government doesn't appear to be a champion of civil liberties.
As to religion, it seems that Kazakhstan claims to be a secular state, so I would have to agree that it doesn't seem overtly anti-semetic. However, relegious organizations have to be licensed by the government to operate, which has led to reports of different Christian and Jewish practitioners running into problems with law enforcement and citizens, who again aren't exactly being reported as good examples of protecting human rights.
What makes the movie "Funny," however, is not that Cohen makes fun of a country or it's people. It is the reactions of some of the people in our country (U.S.) who can be so egocentric in world view and not understanding of other cultures, and who didn't realize that "Borat" isn't for real. But, if I have to explain that to someone, it probably won't be funny to that person anyhow.
What I would be interested in, Meta, is hearing about your experiences growing up in Kazakhstan, the culture, and what it is really like. I know that would certianly help broaden my worldview, as well as others here. Perhaps that would be the topic of a good thread in the study? I don't know, but I think that would be cool...
Paul