The family of an American captive beheaded by militants in Saudi Arabia on Friday said authorities worked as hard as they could to rescue Paul Johnson Jr. (search), and that his slaying did not dampen their respect for his adopted country.

"Paul considered Saudi Arabia his home. He loved the people and the country," said an FBI agent speaking on behalf of Johnson's relatives.

"They also know this act of terrorism was committed by extremists and does not represent the Saudi Arabia that Paul often spoke and wrote about to his family," said Joseph Billy Jr., special agent in charge of the FBI's Newark office.

Johnson, 49, was kidnapped last weekend by militants who followed through on a threat to kill him by Friday if the kingdom did not release its Al Qaeda prisoners. An Al Qaeda group claiming responsibility posted an Internet message that showed photographs of a beheaded body.

Hours later, Saudi security forces tracked down and killed the leader of the terrorist group, according to Saudi and U.S. officials.

Johnson's family was "going through a very difficult time but they are remarkably strong," Billy said.

While Billy spoke, Johnson's family left his niece's home in Galloway Township (search) in two vans. None of the relatives spoke and it was not clear where they were headed. Billy said the family hoped its privacy would be respected as members "decide what steps they will take next."

Those close to Johnson's family were horrified by the slaying.

"They just can't keep taking American hostages, doing that to them, and putting it on the Internet for everybody to see," said John Hayes, a childhood friend of Johnson.

State, national and world leaders condemned Johnson's killing.

"These are barbaric people. There's no justification whatsoever for his murder. And yet they killed him in cold blood," said President George W. Bush.

Gov. James E. McGreevey (search) called his death "a horrific tragedy for all who value decency, integrity and freedom."

Johnson's employer, Lockheed Martin, issued a statement Friday afternoon expressing the company's grief. At the time of his abduction, Johnson was working on targeting and night vision systems for Apache helicopters.

The slaying sent shock waves through the communities in New Jersey where Johnson grew up, and in Florida, where he later moved.

At the Port St. John, Fla., home of Johnson's son, Paul Johnson III, friends left messages, a pink teddy bear and other tokens of condolence and sympathy. Johnson III was in New Jersey with his family.

In suburban Philadelphia, the family of American businessman Nicholas Berg (search), who was beheaded in Iraq last month, offered condolences to Johnson's family and others who have been killed in Iraq.

On Friday, Lockheed Martin set up the Lockheed Martin Paul Johnson Family Assistance Fund through Wachovia Bank. Checks can be mailed to the attention of Ina Simmons at 10305 Westlake Drive, Bethesda, MD 20817. Checks will also be accepted at any Wachovia branch.