He talked about it at the Suuper Bowl. During the pregame show. Terry Bradshaw or someone asked him about it.
Here's some info I found:
Paul McCartney Playing 38 Date North American Tour
Thursday, January 27, 2005
Sir Paul McCartney will take advantage of media focus surrounding his halftime performance at Super Bowl XXXIX on Feb. 6 to announce his upcoming tour of North America, sources tell Billboard.com. The Beatles legend will play 38 North American cities beginning Sept. 16 in Miami and running until the end of November.
Tickets are expected to go on sale the last week in February. McCartney last visited North American in 2002 as part of a world tour that grossed more than $126 million and drew nearly one million fans.
McCartney is working on a new album for Capitol but no timetable has been set for its release. As previously reported, the artist has collaborated with producer Nigel Godrich (Beck, Radiohead) and multi-instrumentalist Jason Falkner on the set, which will be his first studio album since 2001's "Driving Rain."
The touring landscape will be relatively crowded with superstars this fall, as U2 will be on the second U.S. leg of its Vertigo tour, and the Rolling Stones also are believed to have an outing in the works.