Here's the tweet from @maryjofoley that alerted people to Steve Ballmer's statement:
The liklihood is that Nokia will announce two devices next week. One is likely to be Nokia's initial Windows Phone flagship, with the other having lower specifications and matching lower price point.
That the first Nokia Windows Phone devices will be announced now seems certain. However, questions remain around what a Nokia with Windows Phone experience will be like. We should learn more next week. We will be reporting live from the Nokia World event.
Update: More here at WinRumours and IntoMobile.