Terroists are individuals or a group of indivduals who use violence or threats of violence to affect national or international policy or to gain material or spiritual wealth. Most modern terrorist organizations operate in a loose knit collection of "cells" each one of these cells has a connection to one or more of the other cells but no cell has direct connections to all the others. This allows the organization to keep up operations if one or more of these cells are taken out. It is this felexible and rather "unorganized" method of operation that makes terrorists so difficult to stop. Usually major terrorist organizations are funded by a wealthy idealist (whose views are in line with the goals the organization wishes to achieve). This idealist however will not usually (with some notable exceptions) participate directly in the terrorist activites himself, except in the most dire of circumstances. Records will usually be well concealed so that all monies going to terrorist causes appear legit.
Individual (or lone) terrorists are usually easily caught, it is by working as a loose knit group that terrorists are able to achieve their goals. Most materials used in the making of explosives are well tracked by government agencies and any person buying all the components themselves are surley to be singled out for investigation, by having diffirent cell members purchase (or merely bring into the country), several components (each benign by themselves), the terrorist organization can build weapons with relatively little scrutiny. This is just one example of how the "cell" organization is effective.