As part of the all-new, uncut, extended and extruded History of Bungie on the new Bungie.net, the page on Halo 2 has this to say on Steve Ballmer's mention of Halo 3 last fall:

Mr. Ballmer's statement to the press (on a completely unrelated matter) contained the following shocker, " we're working on the next version of Xbox right now and we're working on Halo 2 and Halo 3, the two newest versions of the game." Halo 3? What the...! Anyway, turns out it was a mistake, nobody had to go quickly program anything, and work continued on Halo 2.

Of course, if one wished to split hairs, one could say that this simply means nothing has been said about Halo 3-- not that Halo 3 doesn't or won't exist.

And for the numerologists-- this reference occurs on page seven of the History.