The FBI warning of a possible terrorist attack on Americans at home or abroad during the next few days continued to be in effect Friday.

In Washington, Attorney General John Ashcroft said the FBI had begun a criminal investigation to find the source of an anthrax case in New York. He also said a letter mailed to NBC offices at Rockefeller Center and postmarked Sept. 25 "may have transmitted the anthrax" and was being investigated.

Ashcroft, addressing questions about the New York case, reminded Americans that everyone should be alert to possible terrorist attacks.

"If individuals receive mail of which they are suspicious, they should not open it, they should not shake it," Ashcroft said. He advised anyone who gets a suspicious mailing to leave it alone and call authorities.

Ashcroft also announced that an Arizona man had been indicted by a federal grand jury on charges of giving false statements to the FBI in the terror attacks investigation.

He said the man,  Faisal Michael al Salmi of Tempe, Ariz., was in federal custody in New York but would be returned to Arizona.

He did not give details on the case, but said it was "a reminder that the Department of Justice will bring the full weight of the law upon those who attempt to impede or hinder this investigation."

More than 600 people have been detained or arrested in the investigation, but there have been only a handful of indictments.

Friday's concerns about a bioterror assault followed an FBI warning on Thursday that more attacks are possible in the next few days.

"Certain information, while not specific as to target, gives the government the reason to believe that there may be additional terrorist attacks within the United States and against U.S. interests overseas over the next several days," the agency said in its warning. 

"The FBI has again alerted all local law enforcement to be on the highest alert and we call on all people to immediately notify the FBI and local law enforcement of any unusual or suspicious activity" the warning concluded. 

Police on Thursday sharply restricted truck traffic in a 40-block zone around the U.S. Capitol.

In Texas, the apparent theft of 700 pounds of explosives from a Houston storage site triggered speculation about possible terrorist strikes.  However, federal authorities said Friday that the explosives used for drilling exploration were recovered in a rural area. 

The theft was believed to be isolated and unrelated to terrorist activity, the Bureau of Alcohol, Tobacco and Firearms said in a statement.

The FBI's warning was the second this week. On Sunday it asked law enforcement to move to its highest state of alert.

Bush, Ashcroft and FBI Director Robert Mueller have said they intend to alert Americans to any credible threats.

In recent days, the FBI has asked supervisors of water systems, nuclear and electric power plant operators, owners of crop dusters and drivers of hazardous waste trucks among others to increase security to ward off attacks.

Department of Justice spokeswoman Mindy Tucker told Fox News that the FBI alert is similar to about five or six warnings that have gone out to federal, state and local law enforcement agencies since the Sept. 11 attacks, warning of non-specific threats the FBI believes may be credible. 

Earlier warnings led to a temporary grounding of crop-dusting planes and a check of license records for transporting hazardous materials. But Tucker said Thursday's warning marked the first time the FBI issued its warning publicly. 

"We realize the importance of making sure the public understands accurately the kind of alerts we're sending out to law enforcement," Tucker said. 

The warning came as Bush disclosed that Syria, formerly accused of harboring terrorists, might help with the anti-terrorism fight. "We'll give them an opportunity to do so," the president said.

The government also acknowledged it didn't know how six of the 19 suspected terrorists in the Sept. 11 hijackings made it onto U.S. soil.

"Six of the individuals, we can find no record of them, period. That's not just INS, that's everywhere," said James Ziglar, head of the Immigration and Naturalization Service.

Ziglar said 13 hijackers had entered the United States legally, but three — Nawaf Alhazmi, Waleed M. Alshehri and Ahmed Alghamdi — had overstayed their visas.

A fourth, Hani Hanjour, had been in the United States legally at various times for the past decade, but immigration officials said they were unable to determine whether he was here lawfully on the day of the attacks.

Ziglar underscored the government's doubts over the identities of some of the hijackers.

"I suspect one of the reasons the FBI issued the pictures and the names a week or so ago was to find out if anybody out there knew whether this person was the person who has the name," the commissioner told a House panel.

"It's a problem not knowing who these people were and being able to match these names with faces," Ziglar added.

Fox News' Bryan Sierra and the Associated Press contributed to this report.