Most curious!
The only public appearances that day were the ceremonial swearing in of Mike Leavitt as the new HHS secretary. It was at the HHS building, I think. Then, that night, the President and First Lady hosted the "Lincoln: Seen and Heard" performance in the WH. So if the photo was taken on the 11th (Yahoo captions have been known to be wrong -- a lot), the photo must have been from one of those appearances.