When the transcript is posted, it should make it clearer. Ayman stated where he is. Clearly. And he is agitated, indicated by his specific hand gestures. "In the middle of the Muslim masses" or "among the Muslim masses". Very similar, yet with distinct meanings.
I took that as trying to throw us off his trail - trying to get us to think twice about hitting him in a Muslim crowd.
Here is the transcript (note how the tape stops before he discusses the "incident" any further):
http://www.cnn.com/2006/WORLD/asiapcf/01/30/zawahiri.transcript/index.html
This tape is very specific - my thought was that they would tape something generic in advance to be played just in case the U.S. did kill them - that's what I would do.