Like everything in WGA world, however, things are a little weird.
Check out this gallery from the WGA website which clearly shows photos of the Bahrain team with WGA on their shirts plus WGA advertising around the field at their 4 Jan 2011 friendly against Korea DPR in Manama.
I've had a look at the Bahrain Football Association website though, and no sign of any WGA sponsorship (it's all in Arabic though so it's a bit hard to tell).