Authorities arrested Afzali last year during the investigation of admitted al-Qaida associate Najibullah Zazi. Zazi has pleaded guilty to plotting to use homemade bombs in a "martyrdom operation" against the subways.
Prosecutors say Afzali told Zazi that he was under surveillance when he arrived in New York in September.
Zazi, a former Colorado airport shuttle driver, attended high school in Queens.