This is a partial transcript from "On the Record," February 28, 2005, that has been edited for clarity.

GRETA VAN SUSTEREN, HOST: It's been five days since a 9-year-old Florida girl vanished without a trace. Jessica Lunsford (search) has not been seen since her grandmother tucked her into bed on Wednesday night. When her family woke up in the morning she was gone. Tonight, a Major League Baseball player has joined the search for Jessica.

(BEGIN VIDEO CLIP)

MARK LUNSFORD, MISSING GIRL'S FATHER: Mike Hampton (search), he made a pledge. He's with a ball team. He's in ball camp right now and his daughter goes to school with mine. Thank you, dude. Thank you. You started this. Thank you.

(END VIDEO CLIP)

VAN SUSTEREN: Atlanta Braves pitcher Mike Hampton joins us from Orlando, welcome Mike.

MIKE HAMPTON, ATLANTA BRAVES PITCHER: Thanks, Greta.

VAN SUSTEREN: Mike, what's the pledge that you've made to try to help find this little girl?

HAMPTON: We put up a $25,000 reward just for information leading to her safe return. I mean the least we thought we could do to just get some awareness out there. We need to find this little girl and get her home to her parents?

VAN SUSTEREN: Mike, your child knows this child, right?

HAMPTON: Yes, that's correct. They were in second grade together last year and they're in the same school again this year, just different classes.

VAN SUSTEREN: Do you know anything at all about the family?

HAMPTON: No, not really, just that in the town we're from it's a small town and everybody is family, I mean and that's just where it touches your heart, especially being so close. It's pretty much in my backyard.

VAN SUSTEREN: Do you know the area where Jessica lives with her grandparents and her father?

HAMPTON: Yes, I know it very well. I grew up my whole life in Citrus County (search). I live not too far from the school and I'm probably within three to four miles from where her house is.

VAN SUSTEREN: How would you describe the immediate area around her house? I'm trying to sort of figure out, you know, whether, you know, someone wandering in off the street that might have snatched her. I mean what's the immediate area like?

HAMPTON: Well, there's lot of woods, lots of forest, you know. It's a scary situation, especially with really no clues. It's a parent's worst nightmare to have something happen to your kids and, you know, so far there's not a whole lot to go on but we're hoping this pledge will help draw some more interest and then get somebody to come out.

VAN SUSTEREN: What do your children know about this and what are the kids in the community saying?

HAMPTON: It's a tough situation. My older son is nine years old and he's very aware of it and we've explained to him and he understands the situation. I also have a 5-year-old son and I'd really prefer not to talk to him too much about it. But all I can say is lock your doors at night. If you have an alarm put it on. I mean it's just a scary situation. There's a lot of people that are frightened by this.

VAN SUSTEREN: Are parents in the community, I mean especially the 9- year-old, I mean I imagine they're talking about it at school because Jessica is not at school. What are you advising your children?

HAMPTON: Well, I mean just, you know, to look out for anything suspicious, keep an eye on your children, you know. My wife is very protective of ours and, like I said, everybody is pretty scared.

You always hear these stories about how it couldn't happen in this town how small the town is. Well, it doesn't matter how big or how small your town is, it's happening all over the place, so lock your doors tight and be safe.

VAN SUSTEREN: Do you have any theory about where she might be or what's happened?

HAMPTON: You know, I don't. I'm in constant contact with the police department, with Sheriff Dawsy, and they fill me in as much as they can but, you know, it's a scary thing. It's almost like she's vanished, you know. That's pretty much how they put it to me.

VAN SUSTEREN: All right, Mike, well thank you very much, $25,000 reward from a good man. Thank you, sir.

HAMPTON: Thank you, Greta.

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