There was, in fact, an announcement made on WABC radio (NYC) shortly after the second plane hit the WTC on 9/11:
"This is not terrorism."
That announcement was made during the Curtis & Kuby show (which was broadcast during "drive time" back in the early 2000s). The Curtis & Kuby show was actually almost over --and they were about to go off the air, when the first plane hit; so they were held over to continue covering the breaking news.
I don't remember which WABC radio announcer read the announcement, nor which agency (FBI?) he said had pronounced the incident to be "not terrorism."
But I remember the pronouncement like it was yesterday because of its obvious absurdity -after the second plane had hit.
I was listening on my way to New Haven for a meeting. When I got there, people were of course just standing around, and didn't know what to do.