Convert to Islam, or die.

Getting shot in the back of the head isn't a bad way to go. Barring considerations of my friends and family ("Should I do anything to prolong my life for their sake?" and thoughts of that nature), I think I'd take my chances on them pulling the trigger. I suspect that some kind of self-preservation instinct would kick in and triumph over whatever life philosophy I had subscribed to up to that point, but I'd like to think that I'd refuse.

Besides, in a situation like that, where I'd feel pretty much fucked regardless (imprisoned in some location, as opposed to a man just sneaking up behind me on the street with a gun), I don't think I'd be just "getting away" by complying anyway. As I recall, there are some videos of fine folks who got their heads hacked off even after they said whatever their kidnappers wanted--though I don't think any of them were asked to convert.

Now, if they start laying out heated, pointy objects or electrical wires, then I'll probably say whatever they want.

Jam it back in, in the dark.