This article doesn't have much new information, but in contrast to the one that was linked on the Kick Off, its far more definite on the defender's future plans.
Both include a lame 'Nesta discovers America' pun, but the Sky article I linked here is quite explicit:
"the defender has decided: at the end of the season he will leave Milan...he will play for the Red Bulls together with Henry and Marquez...he will say goodbye to calcio, destination New York...the third (DP) will be Nesta."
Unlike the first article, which was written in much more indefinite terms, the only caveat here is quickly dismissed.
"The agreement is not yet in black and white, but it will be."
So obviously this wouldn't be the first time a sports journalist has gotten things wrong (still waiting on Stephen Ireland,) but this author makes it sound much more like a done deal than the first guy did.