Yeah, it was at a concert in Nashville (I downloaded a recording), she introduces She Floats by saying (i've edited out some 'um's:
"so um, I wrote a song about a dead girl... it's about a ghost, really... I used to think that a little girl lived in my closet, and she used to haunt me, and I kinda wrote this song about her. And it was kinda like, this feeling like if I died, sometimes people don't know that they're dead... I know that's really annoying and new-age.... so, she kind of has a secret... and the other way of looking at it is that she has this secret, and everyone thinks she's alive, but she's actually dead... freaky yes, I know... this song is called 'She Floats', and it's about a little girl who wears mary-janes and is possibly dead" 8O hehe