Arthur C. Clarke was participating in a panel discussion via the Internet as a part of Cyberfest '97. This was held at the University of Illinois at Urbana, the "birthplace" of HAL.
At the conference, Clarke chose his preference for HAL's first words:
"Good morning doctors. I have taken the liberty of removing Windows 95 from my hard drive."
For more on Cyberfest, check out:
http://www.cyberfest.uiuc.edu/