From the aftershow in Utrecht, December 24 1998.
A few key lyrics:
"I've gotta go home y'all...
I've gotta go back to America
I've gotta go get ready for the bomb
Osama Bin Laden gettin ready to bomb
America... you better watch out... 2001"
At first glance to some, it might appear that Prince was either being prophetic or confessing his part in the planning of 9/11, but...
"...Osama bin laden did a lot of 'bombing' before 2001, so Prince wasn't psychic after all."
-and-
"2001" was just the cue for Richard Srauss's "Also Sprach Zarathustra" motif - the name link referring to Stanley Kubrick's "2001: A Space Odyssey" using that very same music as a theme."
-and-
"The dutch radiostation that broadcasted the section from the Utrecht Tivoli aftershow from 1998 with the Osama Bin Laden Getting Ready To Bomb chants, now had Candy Dulfer on the air explaining about this jam.
She said she didn't hear it at the night itself, but said she'd heard the bootleg. She also told that at the concerts that jam was always named '2001: Also Sprach Zarathustra' on setlists.
She said Prince is an intelligent guy who thinks about this kind of stuff a lot and so she wasn't surprised that he said these things at that jam. She called him a visionary, very religious person and that she herself was not so much into all that stuff.
She also mentioned that although it was kind of foreseeing what Prince did, she also remarked that anyone who has had a more than passive interest into Middle East problematics, would have known Bin Laden and the danger he represents and that many people were talking about him already for quite some time."
http://prince.org/msg/7/124389?&pg=1Fwiw.
edit: and this from a guy who, last I saw him on Tavis Smiley, believes in chemtrails.