From Prez Debate #3:

Kerry: Six months after he said Osama bin Laden must be caught dead or alive, this president was asked, “Where is Osama bin Laden? ” He said, “I don't know. I don't really think about him very much. I'm not that concerned. ” We need a president who stays deadly focused on the real war on terror.

Bush: Gosh, I just don't think I ever said I'm not worried about Osama bin Laden. It's kind of one of those exaggerations.

From a Presidential press conference, March 13, 2002:

And, again, I don't know where he is. I — I'll repeat what I said. I truly am not that concerned about him.

Video of the press conference statement

Point summarized from Chris Suellentrop's Slate article.