From the AP:

MADRID, Spain (AP)--One of the three Moroccans arrested in the Madrid train bombings is linked to a suspected al-Qaida member jailed in Spain for allegedly helping plan the Sept. 11 attack in the United States, according to court documents reviewed by The Associated Press. It was the latest suggestion that Osama bin Laden's al-Qaida terrorist group may have been involved in the bombings.

A Sept. 17, 2003 indictment mentions Jamal Zougam, 30, as a ``follower'' of Imad Yarkas, the alleged leader of Spain's al-Qaida cell who was jailed for allegedly helping plan the Sept. 11, 2001, attacks on New York and Washington. Zougam has been arrested in the Madrid bombings. Yarkas, who has used the alias Abu Dahdah, remains in Spanish custody...

Spain's El Pais newspaper, citing the interior ministry, reported all three Moroccans have links to Yarkas...

The interior ministry identified the two Indian suspects as Vinay Kohly and Suresh Kumar.

The five were arrested after a cell phone and prepaid card were found in an explosives-filled gym bag on one of the bombed trains.

Friends of the Moroccans said the Madrid store where they worked sold cell phones but they insisted that the men would not have been involved in planning or carrying out the attacks.

I might be wrong, but based on their names I don't think the two Indians would be Muslims.