This partial transcript from The O'Reilly Factor, May 14, 2001 was provided by the Federal Document Clearing House. Click here to order the complete transcript.

BILL O'REILLY, HOST: In the "Unresolved Problem" segment tonight, investigative reporter Jayna Davis told us a few weeks ago that she tried to deliver information to the FBI about others involved in the Oklahoma City bombing but was rebuffed. Ms. Davis joins us now for an update from Oklahoma City.

Well, we finally got the FBI to tell us why they didn't take your stuff, Jayna, and they said they didn't want to have it on file so that they would have to turn it over to McVeigh and Nichols' attorneys in discovery because they couldn't check out what you said, and that seemed to make sense to me. Does it make sense to you?

JAYNA DAVIS, FORMER KFOR INVESTIGATIVE REPORTER: Absolutely not. This was turned over initially in June of 1995 and I made several attempts in the following months, in the spring and summer of '95, to share this information with the FBI and they were very interested initially and I was talking to an FBI agent regularly in May and June of 1995. So I don't understand why it's...

O'REILLY: Yeah, but they came to the conclusion if we take information from this woman and we haven't checked it out and McVeigh and Nichols' attorneys want it, we have to turn it over to them and that's going to hurt our prosecution.

DAVIS: Yes, but they lost interest, Bill. In September and -- I'm sorry, in the spring and summer of '95. I went back to them in September of '97 to turn it over. But they had plenty of time between the spring and summer of '95 and September of '97 when I returned.

O'REILLY: To check your story out.

DAVIS: Yes, they did.

O'REILLY: Right. Well, they didn't want to do that, obviously. All right, now, you believe that there's a Middle Eastern connection here to McVeigh and Nichols. You also believe that Osama bin Laden's money may have been involved here. Briefly, tell the audience what you think happened.

DAVIS: I believe that a Arab terrorist cell operating in the heart of Oklahoma City funded and operated and backed by Osama bin Laden acted in collusion with Timothy McVeigh and Terry Nichols and I have 24 sworn witness affidavits to back that up from witnesses who saw Arab men in the presence of these two prime suspects, and now the bombing convicts, at various stages of the bombing plot.

O'REILLY: All right, now, your own station has kind of turned on you and, you know, discredited you. Why did they do that? You used to work for KFOR TV in Oklahoma City. Why did that station turn on you?

DAVIS: They actually didn't turn on me.

O'REILLY: Well, they're suing you, I think, aren't they?

DAVIS: No, they are not. No. The station was sold...

O'REILLY: The lawsuit was eventually thrown out by the judge. OK.

DAVIS: Yes, it was. Yes, it was.

O'REILLY: Right. And so they did but they don't like you, Jayna, you know that.

DAVIS: Well, to better explain it, when I left the station in the fall of 1997 I took with me all the confidential witness statements and informed station management that I had it in my possession. The "New York Times" purchased KFOR Television some time in the summer of '96 and when I left in the winter of '97, I informed them that I took my confidential witness statements. They sued me for those statements.

O'REILLY: Why? Why did they do that?

DAVIS: I don't understand. They were interested in the material and they said I needed to turn it over. However, I just wanted from them a signed release that they wouldn't publish those statements without the express written consent of the witnesses and the judge upheld my first...

O'REILLY: So you wanted to protect your sources is what you wanted to do?

DAVIS: Yes, I did. I wanted to protect my sources.

O'REILLY: OK, so you...

DAVIS: As I had promised.

O'REILLY: I asked you this question the first time around. We have a minute left so I'm going to ask you again. Do you have any idea why the FBI wouldn't want full disclosure, if your theory is correct, of Middle Eastern involvement?

DAVIS: I cannot speculate. I cannot get into the mind of the FBI. I, as I told you before, that is a question for the former attorney general and for the people in the Department of Justice that were in a position to make the decision whether or not they would take this evidence and thoroughly investigate it.

O'REILLY: All right, do you think, are you going to take this any further? You got anything else down the road that you can put pressure on them?

DAVIS: Well, I have direct knowledge of a prior warning that was issued on February 27th of 1995 that contained the language that there would be an Iran-sponsored Islamic attack and the first potential target was Washington, D.C., the White House and Congress and I don't believe that that information was turned over to the Nichols defense team or the McVeigh defense team. I know that for a fact.

O'REILLY: All right, Jayna, well, stay on the case and we appreciate the update. Thank you very much.

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