Updated

A man arrested in the Massachusetts shooting deaths of his wife and baby daughter appeared before a British court Thursday.

British authorities on Thursday arrested Neil Entwistle, who had returned to his native England a day after the Jan. 20 killings.

Entwistle is currently in custody at a London police station and appeared in court shortly before 6 p.m. London time (1 p.m. EST). Before dealing with the charges at hand, a British judge must decide whether the suspect should be extradited to the United States to face two counts of murder and a weapons-related charge related to the case. Entwistle on Thursday said he would not consent to extradition.

Middlesex District Attorney Martha Coakley said Thursday that prosecutors believe Entwistle may have backed out of a plan to commit suicide after killing his family in their Massachusetts home.

Investigators believe he used his father-in-law's handgun to shoot his wife and daughter on the morning of Jan. 20, Coakley said. She said he may have intended to kill himself as well, possibly because of financial difficulties as his Internet business ventures failed, but he didn't follow through.

The next morning, Entwistle bought a one-way ticket and got on a flight to London. Before leaving, he returned the .22-caliber handgun to his father-in-law's home in Carver, Coakley said. The arrest warrant was issued Wednesday, a day after prosecutors received forensic results indicating the gun used in the killing was from a collection owned by the father-in-law.

"We have forensic information that links it both to him and to Rachel, and we know Rachel had not used that gun," Coakley said.

Rachel Entwistle, 27, and 9-month-old Lillian, were found dead Jan. 22 in their home in the Boston suburb of Hopkinton.

Neil Entwistle, also 27, was arrested Thursday at a subway station on a provisional extradition warrant issued the night before, London's Metropolitan Police said.

During the five-minute long court appearance at Bow Street Magistrates Court Thursday, Neil Entwistle, who was dressed casually in sports clothes, remained calm and confirmed his name, address of his parents in Worsop, England, and date of birth. Two lawyers — one representing the United States and the other Neil Entwistle, were also present.

When asked by the British magistrate if he understood the nature of the allegations against him, the suspect said: "I do."

The extradition issue was not settled Thursday; the judge said he will keep Neil Entwistle in custory until Friday and that he will not grant bail at this stage. The suspect is allowed to change his stance on extradition and agree to it.

During the extradition hearings, the judge will look at evidence and decide whether Entwistle should be sent back to the United States for prosecution. But law clerks stressed that since this is Entwistle's first court appearance, no formal decision will be taken. The judge likely will hear the arguments for extradition, then will ponder the issue and make a ruling in a few days.

A spokesman for his wife's family declined to immediately comment on the arrest.

Massachusetts authorities flew to London late last month to interview Neil Entwistle at the U.S. Embassy, but officials didn't say whether he answered any questions. He was considered "a person of interest" at the time, not officially a suspect, and had been staying at his family home in Worksop, in central England.

Police were first called to the Entwistles' Hopkinton home on Jan. 21 but didn't see anything wrong, authorities said. Coakley said that friends of the couple had showed up for a dinner party but no one answered the door, and that Rachel Entwistle's mother called police when she couldn't reach her daughter.

After a missing-person report was filed, police visited the home again, and during the second search, discovered the bodies amid piles of bedding. Rachel Entwistle had been shot in the head, Coakley said.

Neil Entwistle didn't return for his wife and daughter's funeral on Feb. 1.

At the time of the killings, Neil Entwistle was nearing financial ruin, but he apparently hid the problems from his wife and family, Coakley said.

"The picture we had was of a young couple starting out with a healthy future," Coakley said. But in reality, she said, "he had no money and really had no assets."

Among his Web site ventures: Millionmaker.co.uk, which promised customers as much as $6,000 in monthly earnings; srpublications.co.uk, which offered a manual that it said would help men enlarge their penises; and srpublications, which offered software at reduced prices on eBay.

Relatives told investigators Neil Entwistle was looking for a technology job at the time. His wife had been a teacher but also was not working.

He had met his future wife in 1999 at the University of York, where she was spending a year studying abroad. They married in 2003 and stayed in England until last year. Their daughter was born in April.

The family moved to Massachusetts and had rented the Colonial-style home in Hopkinton less than two weeks before she and her daughter were killed.

In Massachusetts, a first-degree murder conviction carries a mandatory sentence of life in prison without parole.

The Associated Press contributed to this report.