I have been in this situation very recently, and being new here instantly mocked at their ignorance... but then i thought may be its not their fault
Most people here have the impression "Hindu" is anyone who resides in Hindustan or speaking Indian (Hindustani) language. And though most in the world think India has multiple religions, few of them think "Hindu" is one of those.
Hold your laugh...its not their fault
Why do the words "Hindi", "Hindu" have to be so simialar? Couldn't we come up with a much different name for our religion?
France - French Turkey - Turkish Poland - Polish ...there are tons of examples like this. They either denote People residing or language. None of those denote religion.