I posted some thing on this here at
http://www.freerepublic.com/focus/f-news/1346576/posts
Here is what they say now (note that in can be interpreted that he is in custody but not arrested by Iranian security agents):
http://www.iranmania.com/News/ArticleView/Default.asp?NewsCode=29859&NewsKind=CurrentAffairs
Bin Laden not arrested by Iran: Ramezanzadeh
Monday, February 21, 2005 IranMania.com
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LONDON, Feb 21 (IranMania) - Iran's Government spokesman Abdollah Ramezanzadeh dismissed the rumors that Iranian security agents have arrested Bin Laden and said such news were totally false and baseless.
Making the remarks in his weekly press briefing on Monday, he noted that the very truth that Americans have admitted failure to capture Bin Laden while claiming that Iranian security forces have managed to arrest him prove the capabilities of Tehran, IRNA reported.
Turning to another question concerning the Irancell contract, he said one of the foreign companies which has recently announced it will return to the deal once again had told one administrative official in the very beginning that it will not let the project to get to anywhere.
He believed raising such issues would give way to many doubts.