If Bin Laden believes he is the Mahdi and is playing by that script, he is on the move to the Middle East in order to raise an army and go about general mayhem.
I think the Mahdi surfaces in Iran, IIRC, but I may be wrong.
GOPJ:
I had to go back and look it up, and I'm going to give this my best shot. Its hard to make sense of it, but its from a Jihad board source located here:
http://www.islamicweb.com/history/mahdi.htm
Bin Laden seems to be manipulating events to fit the Mahdi playbook, of that I am almost certain.
Brief summary:
The Mahdi supposedly leads an army that invades Saudi Arabia, Persia( Iran) and parts of Europe. Apparently the army starts in Iran and SW Asia and sweeps east.