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From IMDB.com:

Jackson's Fashion Faux Pas

Michael Jackson has made a fashion faux pas as he attempts to integrate into Bahraini culture - he has started wearing an abaya robe, which is traditionally worn by Muslim women. The Thriller hitmaker has been living in the Middle Eastern nation since he was acquitted of child molestation charges in his native America last June. Earlier this week, Jackson was photographed leaving the Marina Mall in the Bahrain capital Manama, with his three children, whose faces were covered with dark scarves.

While Prince Michael I, Paris Michael and Prince Michael II had just their faces covered, the superstar was dressed head to toe in the loose, black abaya, traditionally favored by Muslim women in Arab regions. In November, Jackson caused a media storm when he entered the ladies toilets in a shopping mall. His representative later explained the singer did not understand the Arabic sign and mistook the bathroom for the men's. Recently, reports suggested Jackson is set to become a property consultant with Bahraini firm AAJ Holdings Ltd.