Apparantly many people are. It's notable that you can either be born a non-taster or become one through high consumption of Capsaicin.

I wonder what the population percent is for different continents?

Addendum from Razib: Here are my previous related posts, Genetics of taste, PTC taste, balancing selection? and PTC, part II. From what I recall there was some correlation between non-PTC taste and relative insensitivity to capsaicin.