From the SMH via AFP:

Norwegian defence researchers had come across documents that could link al-Qaeda to the Madrid train bombings that killed 199 people, Norwegian television reported today.

Researchers with the Norwegian Defence Research Establishment who have specialised in digging up original al-Qaeda releases and interviews, told the NRK television channel they had discovered a document on an Arabic website last year outlining al-Qaeda strategies on how to force the United States and its allies to leave Iraq, and pointing to Spain as the "weakest link".

"It wasn't until yesterday when we were going through old material to find links to Spain that we understood what we were holding in our hands," project leader Brynjar Lia told NRK.

"We mainly had the impression that [the documents] referred to the situation in Iraq, but on closer examination we saw that they specifically refer to Spanish domestic politics and elections," due this Sunday, he added.

According to the TV report, page 42 of the Arabic document reads: "We have to make use of the election to the maximum. The government at the most can cope with three attacks."

The document also reportedly predicts that the other partners in the US-led coalition would follow like "pieces of domino" if Spain were to withdraw from Iraq...

It seems a bit tenuous; there's no real direct link between their old statements and the current attack.