For those of us who did not know what calilhate meant, me.
ca·liph·ate (kā'lĭ-fāt', -fĭt, kăl'ĭ-) n.
The office or jurisdiction of a caliph. The last caliphate was held by Ottoman Turkish sultans until it was abolished by Kemal Atatürk in 1924.
more history here... http://www.answers.com/caliphate&r=67
The abbasid empire caliphate was centered in Baghdad. I was thinking their rhetoric implied that Zarqawi had some sort of plan for that region, to destabilize it further... and gain control of the city. I would guess the chances of that happening are slim to none... but, that was my take.