I don't think I can generalize on that. Countries with very different cultural backgrounds sometimes put the surname first; even some western countries, like Hungary. My wife's surname when she was single was the first name, yet she is addressed by her last name as a first name.
I don't think that's a huge problem, frankly. It's nice to be sensitive, and I think we try to do it, but if you get the names the wrong way around, I think most immigrants aren't going to be that put out. Do the best you can.