The full text of bin Laden's speech can be found on this thread:
http://www.tfproject.org/tfp/showthread.php?t=74642
If you read the sentence right before the one in question you find:
Quote:
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In conclusion, I tell you in truth, that your security is not in the hands of Kerry, nor Bush, nor al-Qaida. No. Your security is in your own hands. And every state that doesn't play with our security has automatically guaranteed its own security.
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In light of this, I think he was using State to mean country.