Western companies are beginning to fall victim to scattered violence in Russia. A grenade thrown at a police station next to the popular McDonald's hamburger restaurant in central Moscow injured several passersby and customers on Oct. 19. That followed a series of bombings of Marlboro kiosks owned by Philip Morris Cos. in St. Petersburg. While few executives fear widespread attacks on Western businesses, such establishments are resented by some Russians, who see them as symbols of the free market, which they associate with a harsher life. A handful of protesters opposing capitalism recently rallied outside McDonald's. The onslaught of winter could heighten the tension.