If they had one, Mohammad Attah would have used it instead of airliners. If the litte fat Dr Zawari bought something from a "Soviet Scientist" its most likely some radioactive material inside a nicely made fake warhead.
Russians are smart and poor, Al Quada are stupid and rich. Similar market forces drive the booming trade in fake Icons from the former S.U.
Most probably they have access not to weapons grade materials but to radiological materials like hospital waste, etc. Put that into an explosive device and then you have trouble. I'm just hoping that if these dirtbags might have handled this material, they've done it without the proper precautions - and thus they're slowly dying from radiation poisoning.