• With: Troy Hayden, KSAZ Anchor

    This is a rush transcript from "On the Record," May 9, 2013. This copy may not be in its final form and may be updated.

    GRETA VAN SUSTEREN, FOX NEWS HOST: Jodi Arias has a lot to say and she is talking a lot. Right after the jury announced her guilty, she said it all only to KSAZ anchor Troy Hayden. He joins us from Phoenix. Troy, in a minute we will play more of your interview that hasn't been seen anyplace else yet. But tell me this, it was expected today the death penalty phase would begin. What happened?

    TROY HAYDEN, NEWS ANCHOR KSAZ-FOX PHOENIX: We don't know. I wish we did. We got there on time. I stood around, edged up toward the door by the time we were supposed to be there. All of a sudden maybe 15, 20 minutes later somebody came out and said "No court today. You can go home and resume next Wednesday," and that's all we heard.

    VAN SUSTEREN: Did you see her lawyers anywhere? I'm troubled why her lawyers weren't in the cellblock with her and prepare and maybe there's a huge gap between them. Did you see her lawyers anyplace in the courthouse today?

    HAYDEN: No. I was actually doing a live shot for Shep Smith. I think when they walked in earlier I never saw them walk out. When they said that it was shut down I pretty much left for the day. I hear Juan Martinez was there, somebody told me they saw him walk in. The jury of course was there. It was a sealed hearing. That's happened quite a bit in this trial. So again, no official word. A lot of rumors but no official word on, but no official word on what happened today.

    VAN SUSTEREN: All right, well, let's listen to what Jodi told you, because she's told us and no one else. Here's Jodi Arias.

    (BEGIN VIDEOTAPE)

    HAYDEN: You had some pretty tough things, I imagine, going through the trial. During the trial there were photographs of you displayed. I notice you tended to look away. What were you thinking when those photographs were being flashed up in front of everybody?

    JODI ARIAS, CONVICTED MURDERER: I wanted to crawl under the table and just disappear.

    HAYDEN: You had to look at some of the tougher parts of what you have been through the last four months, what would they be?

    ARIAS: Just coming to fully understand what I put people through, my family and everyone else, as well. That's the part I'll always regret.

    HAYDEN: Tell me more about that. What do you mean?

    ARIAS: Well, just the way everything happened. I think that if I had been honest from the beginning I would be in a different place and so would everyone else. And because of what I have done a lot of people will hurt for a long time.

    HAYDEN: It's got to be tough. It's hard for you learning what happened, but if you are telling me if you had done things differently -- you regret about how you went about doing things after Travis was killed, after you killed Travis?

    ARIAS: Yes. I think I was just freaked out. I know I was freaked out. I didn't know what to do. I knew that I couldn't just carry on as normal, but I tried to do that. I tried to act that part until, you know, until everything came down on me. I guess I just couldn't imagine going to my family and saying, hey, look what happened, or going to the police and say, here, arrest me. I was just horrified with what happened, and it was difficult to face that I had been pushed to that point and that I could be capable of something like that.

    HAYDEN: Let's talk a little bit about what happened after you were with Travis that night and that day. A lot of people who have talk to me have said, how could she have gone out and been with another man, maybe only 24 hours after this? How were you able to put that behind you and basically go on a date?

    ARIAS: I don't think I so much put it behind me as I sort of checked out. I hardly remember that day. I don't remember it being nearly as intimate as he described. I remember falling asleep and taking a nap and he was laying next to me. I remember feeling -- it's strange but I remember feeling safe, he wasn't going to snap, he wasn't going to take advantage of me and try to do things I was uncomfortable with. I just felt safe with that person.

    But I knew that -- I mean, it's not like I went up there because I was hoping to pursue a relationship. I went up there because I thought, oh, crap, I need to keep my schedule. So I went up there almost because I felt a sense of obligation inside in order to keep up the pretense, not because I was going off to have fun.

    HAYDEN: But the thought even to me -- I don't know you at all but I feel I know a little bit about you, but you looked at your hands and you realize what happened.

    ARIAS: Yes.

    HAYDEN: And at that point you say to yourself I have to go up and meet this person. I'm going to keep that appointment. I'm going to keep that date. I don't understand how that goes through your mind.

    ARIAS: What happened was, I slowly began to come to while I was in the desert. When I found my charger and I turned my phone on, there were tons of voicemails. One from Leslie, I think a few from Leslie, and maybe one from Ryan. I realized these people are wondering where I am. And I just felt like I needed to buy myself some time and figure out what had happened. I was just very -- I was very shocked. I didn't know what I was doing.

    (END VIDEOTAPE)

    VAN SUSTEREN: Troy, stay with us, because coming up, you were about to see more of what Jodi Arias told troy. No one has ever seen this before. We didn't even show this last night. We saved it for right now. Jodi Arias, two minutes away. Stay tuned.

    (COMMERCIAL BREAK)

    VAN SUSTEREN: So what does convicted killer Jodi Arias think about a possible death sentence?

    (BEGIN VIDEO CLIP)

    ARIAS: Well the worst outcome for me would be natural life. I would much rather die sooner than later. Longevity runs in my family and I don't want to spend the rest of my natural life in one place. You know, I'm pretty healthy, I don't smoke, and I would probably live a long time. So that's not something I'm looking forward to. I said years ago that I would rather get death than life, and that is still true today. I believe death is the ultimate freedom, so I would rather have my freedom as soon as I can get it.

    HAYDEN: You are saying you would actually prefer getting the death penalty than being in prison for life?

    ARIAS: Yes.

    (END VIDEO CLIP)

    VAN SUSTEREN: Jodi Arias wants the death penalty. If you were on the jury would you give Jodi her wish or sentence her to life in prison? Go to Gretawire.com and vote in our poll.

    And up next, never before seen parts of the Jodi Arias interview two minutes away.

    (COMMERCIAL BREAK)

    VAN SUSTEREN: You've seen some of what Jodi Arias had to say just minutes after she was guilty of first-degree murder. And now the never before seen parts of that interview.

    (BEGIN VIDEOTAPE)

    HAYDEN: Do you still think about Travis?

    ARIAS: Yes.

    HAYDEN: In what way?