Why would Iran stick its neck out for an unpredictable Sunni nutcase, who, if found by the US, Israel or anyone else to be in the country, would only lead to the immediate elimination of the present regime? The Mullahs are a problem, but they're hardly stupid and harboring Bin Laden is about as stupid as anyone could be.
Certainly you make sense. The fact remains that at least one son and other members of Bin Ladin's family were given refuge in Iran, as were other members of his entourage.
You are probably right, though, that Iran could not give refuge to Bin Ladin himself. That doesn't mean that he isn't in Iranian territory. Iran has made it a practice not to enforce the border where Al Qaeda is concerned (those Al Qaeda crossing from Afghanistan to Iraq were given safe passage).
Thats what makes the other poster's reference to Baluchistan a good guess; Baluchistan covers territory in three countries; Pakistan, Afghanistan, and Iran, and none of the three countries completely controls that area.