"Yeah, Man United" came the reply from the boyhood Leeds fan, before a smirk crept across his lips.
Despite being around 45 miles apart, the rivalry between Manchester United and Leeds is one of the most intense in English football. So, being a Rothwell lad, Smith's response was hardly a surprising one.
However, fast forward to the summer of 2004 and Smith was preparing to make the most dramatic of U-turns.
The well documented financial crisis at Elland Road had seen a whole host of players leave Leeds, but Smith, who was the jewel in the crown, had stayed put. Such loyalty made him a hero among the Leeds faithful.
At the end of the 2003-04 campaign, Leeds had lost their grasp on their Premier League status, but that didn't lessen Smith's standing. After the final game of the season at home to Charlton Athletic, he was carried off the pitch by a number of supporters.
Yet, within three weeks, Smith would forever be known as a traitor among those that had previously worshipped his every action, just like Joe Jordan, Gordon McQueen, Eric Cantona and Rio Ferdinand before him.
It was 11 years ago today that Smith did something that he had famously vowed never to do - sign for Man United in a deal worth £7m, with youngster Danny Pugh moving in the opposite direction.
Speaking at his unveiling, the 23-year-old said: "Not a lot of people would have been brave enough to make this step. It was a difficult decision because crossing the Pennines always causes a lot of hostility but from a personal point of view Manchester United can offer me everything I want.
"I'm very excited. It's a massive club with a great history. It's a new challenge. I'll be playing with world-class players week in week out and I can only improve."
Meanwhile, United boss Sir Alex Ferguson added: "I've never been more impressed with a young player. His desire to play for United is fantastic. Certain young people come along with a special determination and after speaking to him I expect that from Alan Smith."
More recently in an interview with FourFourTwo, Smith, now of Notts County, was asked about that interview all those years ago, to which he replied: "I did say that. I've also learned to never say never in football.
"When I said it I was young and naive and never thought that a) Man United would ever want me and b) Leeds would ever sell me. Look how silly I was."
While Smith started brightly at Old Trafford - scoring a winning goal against Norwich City and a last-minute equaliser away at Blackburn Rovers, injuries started to take hold as the season advanced.
But, it was in February 2006 that Smith, who by then had been converted into a midfielder by Ferguson, suffered a terrible leg break against Liverpool, which all but put an end to his United career, with his eventual departure being confirmed in 2007.