Ka'b bin Ujrah (may Allah be pleased with him) says that the Messenger of Allah (peace and blessings be upon him) said: "When one of you performs ablution and then goes out to the prayer, he is already in prayer. So let none of you interlace his fingers after performing ablution or after entering the prayer."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجمعة / 5883