Note that EU directives don't apply to website owners. They bind the member states to implement them in some form. The laws of individual member states contain guidelines that you should adhere to.
But that won't happen either: it's a law that applies to EU companies with a website. Your company might have to worry a little if they chose to incorporate in Europe.
And yes, this is a somewhat ridiculous situation; but in practice it's not really likely to be a problem, unless you've got a major presence in an EU market.
In practice, the UK at least is extremely unlikely to pursue any non-UK companies for breaching the UK interpretation of these regulations (which is very light-touch anyway); if only because of the difficulty in taking effective action.
Other member states might take a more or less proactive approach in pursuing action; and other countries have a different take on the regulations anyway.
Basically, if I was a small-ish non-EU based website with EU customers I'd be keeping an eye on this to see where it goes, but I wouldn't take any action yet.
If I was a large non-EU-based site with tens of thousands or millions of EU customers, I'd be paying quite a lot of attention; what I did about it would depend on my risk profile.
Some countries even refuse to implement them, as the Swedish goverment did with the Data Retention Directive (http://en.wikipedia.org/wiki/Data_Retention_Directive). See
http://translate.google.se/translate?sl=auto&tl=en&j...
(scroll down to implementation) for a while. Then they complied.