There are several indications of the al-Qaeda connection.
Firstly, the Arabic TV channel al-Jazeera, which received the tape, attributes it to "the al-Qaeda organisation."
Second, the fact that Khan's statement is accompanied on the tape by one from Zawahri. This strongly supports the view that Khan must have made contact with al-Qaeda elements, probably when he was in Pakistan from November last year to February this year.
It is possible, even probable, that Khan made the tape in Pakistan and came back to the UK determined on his course.
Third, Khan refers on the tape to the al-Qaeda leadership when he talks about "today's heroes beloved Sheikh Osama Bin Laden, Dr Ayman al-Zawahri and Abu Musab al-Zarqawi". Zarqawi is the leader of the al-Qaeda faction in Iraq.