This is a partial transcript from "On the Record," December 7, 2005, that has been edited for clarity.

GRETA VAN SUSTEREN, HOST: At this hour, investigators in Wisconsin are examining what appears to be human remains. Meanwhile, new information is emerging about missing Wisconsin pregnant woman Christine Rudy. Days before she disappeared, Christine Rudy's husband left her alone at night on the side of the road. She walked about eight miles in the cold to the nearest town, Fennimore. When she finally arrived at a church, she spoke with Chief Richard Kruel of the Fennimore Police Department and gave him some important information.

Chief Kruel joins us live on the phone. Welcome, Chief.

CHIEF RICHARD KRUEL, FENNIMORE POLICE DEPARTMENT: Good evening.

VAN SUSTEREN: Chief, where you're a police officer, that's not what's doing the investigation of the murder, is that right?

KRUEL: That's correct.

VAN SUSTEREN: All right. So your connection to the case is that you actually spoke to her on that Friday at that church.

KRUEL: Very true.

VAN SUSTEREN: What did she say to you?

KRUEL: Actually, it's hard to really call it a conversation. It was pretty much one-sided. She was very elusive. She made it blatantly clear in blunt terms that she did not want any police officers to try to assist her. And I did what I could to try to get any kind of information from her and really wasn't able to get much information from her directly at all. I was able to get a little bit of information from others she had spoken with at the church that day and believed that she was in a safe place and of a sound mind at that time, and that was about the extent of my contact with Christine that day.

VAN SUSTEREN: Did she mention that when she was dropped off by her husband, there was another woman in the car?

KRUEL: No, she didn't. I actually didn't learn about that until several days later, when the investigators from the Department of Criminal Investigation stopped by to talk to me about Christine.

VAN SUSTEREN: And what did you learn about the other woman in the car?

KRUEL: I didn't get a lot of details from them, just that there had been a third person in the car, that it was a female traveling with Christine and her husband. They may have been coming in from another state on their way back to Clark County.

VAN SUSTEREN: Now, you described her as being elusive when you spoke to her. Did she seem at all to be in distress?

KRUEL: No, she didn't. She seemed very secure. She repeatedly said she's got everything under control, she'll deal with it. She didn't want my help. I actually didn't even learn her name until a short time after my conversation with her, speaking with the others who were there. She told me to refer to her only as Mrs. Z, and I didn't learn her full name, actually, until after the missing persons report had come out.

VAN SUSTEREN: It's just me, but I think it's odd that a husband sort of just drops a wife off and she has to walk eight miles to a church. Did she seem to think that her situation was peculiar?

KRUEL: She didn't act too much like she was concerned. I know that she had gotten some cell phones from persons at the church to try to make phone calls to arrange for rides home and kept commenting to me that she had it under control, she didn't need my assistance.

There were things about her conduct and just the situation she was in that certainly put up some red flags in my mind that something didn't quite fit. But I couldn't come up with any reason to doubt her, her mental state, or the fact that there was anything she would require from law enforcement. I was comfortable with the fact she was at the Catholic Church and that it was open, and she had commented if she needed anything further, she would go through the priest at the church, if she need a place for the night or whatever she needed. She didn't need my help.

VAN SUSTEREN: Chief, thank you very much, sir.

KRUEL: Thank you.

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