This does not come as a surprise.
A connection between the perpetrators of the London transportation system terrorist bombers and the Al-Qa'idah organization has been suspected all along, but the recent videotape from Al-Qa'idah number two man Ayman Az-Zawahiri eliminates any doubt.
The connection spans three continents over a period of six years.
The earlier connection:
Harun Rashid Aswat met with convicted (and admitted) Al-Qa'idah member James Ujaama in Bly, a small town in southern Oregon to discuss establishing an Al-Qa'idah training camp. Aswat spent some time there, but in the end decided that the facility was not optimum for Al-Qa'idah's needs. Aswat returned to the united Kingdom. After Ujaama's arrest and confession, the United States issued an indictment for Aswat and sought his extradition to answer the charges. The British refused to arrest Aswat at that time.
A later connection:
The July 7 London attacks were committed by four British-born Muslims, including one named Mohammed Sidique Khan. During the investigation into the backgrounds and activities of the bombers, a link turned up between Aswat and Khan. Khan and Aswat had been in numerous telephone calls for the two week period prior to the attacks on July 7. Links between the July 7 and July 21 bombers have been established as well.
Now the tape:
The video from Az-Zawahiri includes a segment with Mohammed Sidique Khan obviously made prior to the July 7 attack in which Khan died. I'd call that an Al-Qa'idah link.