There is an article on recordonline.com that discusses the possibility of Jeter and Mo playing for the Red Sox and both of them being unable to fathom it. It's a good read.

"I can't imagine it," he said a day after Red Sox fans had to swallow the sight of Johnny Damon in a Yankees uniform. "I never even thought about it. It never crossed my mind." ...

"I can't imagine that," Rivera said. "I can't put myself in that situation." ...

"New Yorkers would chase me all over New York state," he said. "Oh, forget about it." ...

"Why?" Jeter said, when told he could have at least tested the free agent market before signing a 10-year deal in 2001. "I didn't want to go anywhere."