In The Name of Allaah, The Most Merciful, The Bestower of Mercy

Allaah [The Most High] said:

لَتُبۡلَوُنَّ فِىٓ أَمۡوَٲلِڪُمۡ وَأَنفُسِڪُمۡ وَلَتَسۡمَعُنَّ مِنَ ٱلَّذِينَ أُوتُواْ ٱلۡكِتَـٰبَ مِن قَبۡلِڪُمۡ وَمِنَ ٱلَّذِينَ أَشۡرَكُوٓاْ أَذً۬ى كَثِيرً۬ا‌ۚ وَإِن تَصۡبِرُواْ وَتَتَّقُواْ فَإِنَّ ذَٲلِكَ مِنۡ عَزۡمِ ٱلۡأُمُورِ

You shall certainly be tried and tested in your wealth and properties and in your personal selves, and you shall certainly hear much that will grieve you from those who received the Scripture before you and from those who ascribe partners to Allah, but if you persevere patiently, and become Al-Muttaqun (the pious) then verily, that will be a determining factor in all affairs, and that is from the great matters, [which you must hold on with all your efforts]. [3:186]

[وَإِن تَصۡبِرُواْ وَتَتَّقُواْ فَإِنَّ ذَٲلِكَ مِنۡ عَزۡمِ ٱلۡأُمُورِ  – but if you persevere patiently, and become Al-Muttaqun (the pious) then verily, that will be a determining factor in all affairs, and that is from the great matters, [which you must hold on with all your efforts]- Meaning: This is among those determining factors in all affairs and that which the believers compete [to excel] one another. And none is granted this except those people with a strong [upright] determination and lofty ambition, just as Allaah [The Most High] said in another Ayah:

وَمَا يُلَقَّٮٰهَآ إِلَّا ٱلَّذِينَ صَبَرُواْ وَمَا يُلَقَّٮٰهَآ إِلَّا ذُو حَظٍّ عَظِيمٍ۬

But none is granted it (the above quality) except those who are patient, and none is granted it except the owner of the great portion (of the happiness in the Hereafter i.e. Paradise and in this world of a high moral character). [41:34]

Source: Tayseer Al-Kareem Ar-Rahmaan Fee Tafseer Kalaam Al-Mannaan

[Excerpt (abridged and slightly paraphrased)]

The Obligations On Muslims Living In The West:

 http://www.islamagainstextremism.com/articles/mbowy-shaikh-al-uthaimeen-how-muslims-should-behave-in-non-muslim-societies.cfm