From the looks of the interview, Masirokhov was recruited by one of Khattab's followers in Uzbekistan (Khattab fought at bin Laden's behest in Tajikistan during the civil war, so he already had a presence in Central Asia) and sent to a madrassa and training camp in Chechnya for further instruction along with a group of 50 other Uzbeks. This tracks with what we already know about Khattab and Basayev turning Chechnya into a training camp before they launched their 1999 invasion of Dagestan. He makes a distinction between the training camp that he attended (which was almost certainly run by Khattab's International Islamic Peacekeeping Brigade) that was focused on training Central Asians and another al-Qaeda training camp that serviced the Arab and European recruits, but this is more or less a semantics distinction than anything else. His anecdote that instructions and information are still relayed to jihadi groups from the al-Qaeda ruling council via the Internet is quite interesting, as is his remark that he ranked higher than Abu Musab Zarqawi when he met him in 2003.

We also get this portrait of bin Laden's interactions with the IMU leadership (at an al-Qaeda summit?) and how he viewed their goal of overthrowing Karimov:

He said that he was pleased to see representatives from 56 countries there and that we should unite. Some people proposed a series of attacks in a number of countries, for example, blow up a dam near Tashkent or explode a “dirty bomb”. But he said that “we will have time to do that yet.” He asked whether there were any physicists among us. There was also talk to the effect that the raw materials for a “dirty bomb” had been bought in Russia and Ukraine, specifically from a scrap-yard for decommissioned nuclear submarines.

There's also an AQ Khan connection:

Are you saying that al-Qaeda has a “dirty bomb”? Yes, I think it does. At least Takhir (Takhir Yuldashev, the leader of the Islamic Movement of Uzbekistan who is now in Pakistan or Afghanistan. — Editor.) told me that bomb material had been acquired from Dr. Abdul Kadyr Khan in Pakistan, who, as is known, met with bin Laden in Kandahar. I also know that the Americans found two nuclear research laboratories in Kandahar, but for some reason the fact was suppressed.

And the al-Qaeda WMD program:

In 2000, I took a 20-day training course in making chemical agents and explosives. A poison can be made literally from any material — cigarettes, honey, and even bread. We worked at a special laboratory near Jalalabad. Our instructor was Abu Habbob Misriy, a former chemistry teacher from Egypt. There were about 200 men taking that course, including 14 or 15 from the North Caucasus who returned to Russia a year later. There was a similar laboratory in the Pankisi Gorge in Georgia, where chemical agents were synthesized by a hired scientist, apparently a Russian. That laboratory was then supposed to be moved from Georgia to Pakistan. There were plans to start using bacteriological and chemical weapons. The first targets for attack were to be in Italy and Moscow — why, I do not know.

"Abu Habbob Misriy" is Abu Khabab al-Masri, the head of al-Qaeda's WMD program. That last anecdote also seems to verify this anecdote from the 2002 Patterns of Global Terrorism:

In the past year, al-Qaida operatives in northern Iraq concocted suspect chemicals under the direction of senior al-Qaida associate Abu Mus’ab al-Zarqawi and tried to smuggle them into Russia, Western Europe, and the United States for terrorist operations.

The Pankisi Gorge set-up (as well as its counterpart in the Ansar al-Islam enclave in northern Iraq) appears to have been a subset of broader 2002 al-Qaeda plot to carry out chemical attacks in Russia, Europe, and the US. The Norwegian intelligence document Jihad in Europe that I analyzed last year also seems to support this conclusion.

Also, check out this report on how easy it was for Masirokhunov to get in and out of Iran:

Generally, money was not a problem. I spent seven years in Afghanistan and I regularly sent money home — often quite large amounts, up to $10,000. To do that, I had to travel to Iran since Western Union did not operate in Afghanistan. I often went there on business trips. We had no problem crossing the border: A vehicle from the other side would come and take us there.

Or his discussion of Pakistan:

Do you know how special operations against militants are conducted in Pakistan? They will pin us down in some place and the situation seems to be hopeless, but then the Pakistani soldiers show us an escape route.

If Pakistan goes to war with us, the country will explode because the people sympathize with us. So they pretend to be helping the United States, while in fact they are helping us.

Where is bin Laden? In Pakistan. They cannot catch him? That’s because they do not really want to catch him.

But you were detained in Pakistan, right?

Yes, in Peshawar. I was certain that the Pakistanis would let me go. They promised not to extradite me to Uzbekistan. When I was in a local jail, U.S. intelligence officers talked to me on several occasions. I was blindfolded and taken somewhere. I did not see their faces, but they spoke Farsi with me.

Why would US officers be speaking Farsi during the interrogation of an Uzbek terrorist? One of the things to keep in mind here is that this is just his inference (and keep in mind that he was blindfolded at the time by his own account) that it was CIA guys who were interrogating him - it's far more likely that they were in fact ISI, which makes the next passage far easier to recognize.

Did they interrogate you?

No, they tried to recruit me. I was offered cooperation. I was to take part in some operations in the Caucasus, Tajikistan, and Uzbekistan and in return for that they promised to get me into Europe or some Arab country. They also said that it was senseless to fight against the Americans in Afghanistan and that our common enemy was the Karimov regime: it had to be brought down for democracy to be established there.

I refused since I thought that the Pakistanis would release me. I also thought that Takhir would bail me out. It turned out that he had ditched me.

Then there's this part:

Have there been other contacts between the Americans and your men?

They tried to get in touch with Takhir Yuldashev. They met last winter in Kabul. In addition to Takhir, there was also Mawlawi Sayyed (the leader of the Islamic Movement of Afghanistan. — Ed.), as well as other field commanders. They promised to help us.

The Americans are also playing a double game: They are fighting us but also trying to set us against others.

Note that this isn't exactly as far-fetched as some might think. There's been a concerted effort by the US to exploit ethnic rifts within al-Qaeda, particularly Uzbek vs. Arab (which was how we captured Abu Faraj al-Libbi earlier this year), and I think that this should be understood within this context.

He also claims that IMU is now being supported by a Kyrgyz drug baron named Erkinbayev, an MP, as well as Khattab's old Tajik followers from the civil war era. A lot of this has a general ring of credibility to it and I think the interview is worth a read.