NAPLES, Italy (AP) _ Police said Friday they believe a Japanese terrorist accused of attacking Western embassies around the world parked a bomb-laden car outside the Naples USO club, killing an American servicewoman and four Italians.

Two Arab groups claimed responsibility for the explosion Thursday night in a narrow street that runs past the the club, where a party was being held to welcome destroyer USS Paul to port. Seventeen people were wounded, including four U.S. sailors.

All five people killed were just outside the USO. They included Angela Santos, 21, of Ocala, Fla., who held the rank of radioman 3rd class and was based at the Naval Communications Area Master Station in Naples.

A man speaking accented English telephoned a French news agency office in Rome on Friday and said the bomb was planted by a group called Organization of Jihad Brigades. ''The American imperialists must die today, two years after their barbarous attack against the Libyan Arab state,'' he said.

His reference was to the U.S. bombing of Libya on April 15, 1986, which was intended to punish the Arab nation for alleged sponsorship of international terrorism.

In Beirut, a statement signed by a group calling itself the Islamic Jihad Organization for the Support of the Oppressed on Earth said it ''claims responsibility for the attack launched by our brethren holy warriors in Italy against American targets in the city of Naples in which several imperialist soldiers were killed or wounded.''

The typewritten statement, in Arabic, was delivered to the Beirut bureau of the Italian news agency ANSA. Its language indicated the group was made up of pro-Iranian Shiite Moslems.

Libya's ambassador to Italy denied involvement in the bombing by Col. Moammar Gadhafi's government.

In Spain, meanwhile, a bomb exploded Friday at a U.S. Air Force radio relay station near an air base east of Madrid. It caused no injuries, a U.S. Embassy official said.

No group claimed responsibility. A Defense Ministry official was quoted by the Spanish news agency EFE as saying the attack could be related to the anniversary of the Libya raids.

CBS News reported Friday night that the State Department sent a cable to all U.S. embassies warning of possible attacks by terrorists, but department spokesman Dennis Harter said he was unaware of any such communication.

Italian investigators said Friday that Junzo Okudaira of the Japanese Red Army, which has links to terrorists in Lebanon, was the prime suspect in the Naples attack. An international arrest warrant was issued for him Friday.

Romano Argenio and Ansoino Andreassi of Italy's anti-terrorist police said they believed Okudaira, 39, had accomplices. They said both claims of responsibility were being taken seriously.

A law enforcement source in Washington, speaking on condition of anonymity, said an FBI bomb squad left for Naples to investigate whether the explosives used there are similar to those found in the car of a Japanese man arrested Tuesday in New Jersey.

State authorities detained Yu Kikumura, 35, after he was found with three bombs in his car and a phony visa. Japan's Kyodo news service reported that Kikumura had links to the Japanese Red Army.

FBI spokesman Ray McElhaney said the agency has offered Italian authorities its cooperation but he refused to confirm that an FBI team had been dispatched.

In December, Okudaira was charged in Italy with bomb and rocket attacks on the U.S. and British embassies in Rome in June during the annual summit of Western leaders in Venice. Several people were wounded.

He is believed responsible for similar attacks on Western embassies in Madrid in 1986, the U.S. Embassy in Jakarta in 1985, the U.S. Embassy in Kuala Lumpur in 1975 and the French Embassy in The Hague in 1974.

Argenio told reporters Okudaira is believed to be the man who parked the explosives-laden car in front of the USO club.

It detonated during a party attended by sailors from the Paul and USS Capodanno. Lt. David Morris, a Navy spokesman in Naples, said the party was in the basement, which made casualties lower.

The explosives were packed into the trunk of a rented white Ford Fiesta. Argenio said police believed Okudaira, identified through witness descriptions, had fled Naples and likely left the country.

Investigators said Okudaira was in Naples five days, staying at the San Pietro, a modest hotel near the railroad station, under a false name. Hotel officials said he left Thursday after paying his bill.

Naples officials declared a day of mourning for Saturday, when funerals will be held for the four Italians.

The street in front of the USO still was littered with glass and burned-out cars Friday. Only the mangled front end remained of the car that exploded.

Inside the club were blackened walls, patches of blood, burned shoes and pieces of clothing.

Still intact on one wall was a sign reading ''USO Welcomes USS Capodanno and USS Paul.''