Conspiracy theorists will say that we first provoked the 9/11 attack, and then allowed it to proceed. I suppose that's possible, but I think strong evidence would be required to prove it. Not only would such plotting appear to be out of character for George W. Bush and other leading figures in the administration, but the need for such a plot is not at all clear. The embassy bombings and the Cole were already sufficient reason for an attack on Afghanistan and al Qaeda, and I believe would only have required a bit of presidential speechmaking.
The alternate explanation is much more plausible. We made these threats, hoping the Taliban would accede and hand over bin Laden. We recognized the possibility that an attack would occur as a response. But we did not act out of an intention to provoke it, and did not consciously permit the attack to occur.
Well said -- the only consequence of the threats may have been to accelerate the time frame of the attacks, perhaps by a few weeks, according to news stories that suggested the 9/11 conspirators had moved up their plans. Given the inability of intelligence agencies to fit the "pieces" of intelligence together, I doubt that those few weeks would have made any difference in thwarting the attacks.