CANNES, France (Reuters) -- A British documentary arguing U.S. neo-conservatives have exaggerated the terror threat is set to rock the Cannes Film Festival on Saturday, the way Fahrenheit 9/11" stirred emotions here a year ago. At a screening late on Friday ahead of its gala on Saturday, "The Power of Nightmares" by filmmaker and senior BBC producer Adam Curtis kept an audience of journalists and film buyers glued to their seats and taking notes for a full 2-1/2 hours. The film, a non-competition entry, argues that the fear of terrorism has come to pervade politics in the United States and Britain even though much of that angst is based on carefully nurtured illusions.