Actually, not that it matters that much as the point is the same, but the interview was with Robert, from Blender, 2002.
Q. How did your last telephone call with Jimmy Page go?
A. What an excellent question. It was December 21, 2001. I said, "Hey, Jim, how's it going?" He said, "Oh, Christ, I can't talk now; everybody's in the car waiting to go." That was it. Word for word. I've seen him since, but that was the last telephone call I had with him.
[sorry to be such an anorak! I imagine things have changed since 2001, anyway.]