The official account of the arrest of 9/11 mastermind Khalid Sheikh Mohammed is that it was made in Rawalpindi by Pakistani security forces on Saturday, 1 March 2003.
Links:
http://www.usatoday.com/news/world/2003-03-02-topstrip_x.htm
http://www.guardian.co.uk/alqaida/story/0,12469,911860,00.html
http://edition.cnn.com/2003/WORLD/asiapcf/south/03/03/pakistan.arrests

However, due to a whole grabbag of discrepancies in the official account, many conspiracy theorists have speculated that, while KSM may well be in custody, the story of his actual arrest is entirely fictional and he was probably arrested elsewhere, earlier.
Link:
http://www.cooperativeresearch.org/essay.jsp?article=essayksmcapture

Thankfully, 9/11 Commission Chairman Tom Kean and Vice Chairman Lee Hamilton have now cleared the matter up. In their new book "Without Precedent" they put an end to speculation:

"Khalid Skeikh Mohammed, the mastermind of the 9/11 plot, was captured in an early 2003 raid on a Karachi apartment orchestrated by the CIA, the FBI and Pakistani security services." (p. 115)

Well, that's that, the "Rawalpindi arrest" story should surely be dead now.