The new short, "A Matter of Loaf and Death," premiered in Australia on December 3rd, then aired in France on Christmas Eve and then aired in Britain on Christmas Day.
Wikipedia has a detailed entry -- too detailed to look at if you don't like spoilers.
Amazon.co.uk shows it as being released in the UK (Region 2) on March 9, 2009.
Amazon.com shows it as "Sign up to be notified when this item becomes available."
And while I'm talking about new animation releases, the fourth new Futurama feature, "Into the Wild Green Yonder," will be released on DVD and Blu-Ray on February 24.