I caught this over on TalkLeft last night. If this is true, it certainly seems to indicate something rather nefarious might be happening. Looks like they just want an excuse, any excuse, to indict him and hold him in American custody:

Via CBS News, Mark Stephens, attorney for Wikileaks' Julian Assange, appears on David Frost's al Jazeera TV show and says they've received word a grand jury has been empaneled in Alexandria, VA to investigate criminal charges.

"We have heard from the Swedish authorities there has been a secretly empaneled grand jury in Alexandria...just over the river from Washington DC, next to the Pentagon," Stephens said. "They are currently investigating this, and indeed the Swedes we understand have said that if he comes to Sweden, they will defer their interest in him to the Americans. Now that shows some level of collusion and embarrassment, so it does seem to me what we have here is nothing more than holding charges...so ultimately they can get their mitts on him.