This is a rush transcript from "On the Record ," December 11, 2007. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, HOST: Tonight, you will hear directly from Sergeant Peterson's former fiancee. Kyle Piry was engaged to Peterson for four months back in the 1980s, but she called off the engagement. Why? We'll let her tell you. We sat down with Kyle Piry earlier.

(BEGIN VIDEOTAPE)

VAN SUSTEREN: Kyle, take me back to the very first time you laid eyes on Sergeant Drew Peterson. Where were you and when was it?

KYLE PIRY, ONCE ENGAGED TO DREW PETERSON: It was approximately 25 years ago. I was working at a gas station. Actually, I was going to school to be a hairdresser and working at a gas station as — well, just working at a gas station. And he came in because there was a call that someone had drove off without paying for gas, and he was one of the officers that came in. At that point, he was very friendly, charming, asked if I was available to date, that sort of thing. And pretty much, that's how it started.

VAN SUSTEREN: How old were you and how old was he then?

PIRY: He was 27 and I was 20.

VAN SUSTEREN: Did you later learn — or was he married to Kathleen Savio at the time, or was that before he was married to Kathleen?

PIRY: No. This was — I would have been his — if I — I was engaged to him, and we — if I would have married him, I would have been his second wife. He was married to Carol but divorced from Carol when this was — when this happened.

VAN SUSTEREN: How is it that you — that the — sort of the — from the time you met at the gas station, when he responded to a crime report, how is it that you developed a relationship? Did he ask you out on the spot, or how did it unfold?

PIRY: Yes, he did. He asked me out at that time. And from there, it was just a matter of about four months of dating. We became pretty close. He had two children from a previous marriage that I knew. You know, that - - he seemed like somebody that I wanted to spend rest of my life with at the time. He was a stable, reliable person. However, after we got engaged, things did change and things started occurring that just made me totally uncomfortable.

VAN SUSTEREN: Kyle, after you got engaged, your relationship changed or things changed between you and Sergeant Peterson, is that right?

PIRY: Yes, it did. He was extremely — started to get extremely controlling, did not want me to go out with my friends, didn't want me to — you know, if I did go out with my friends, he would accuse me, or ask, you know, Who are you dancing with? What are you doing? Who was there? That sort of thing.

He also would follow me as far as — there was a family funeral, and a previous boyfriend of mine was there. And later on that night, he went through this whole tirade of, I saw you, I was watching you at this, you know, party after the wake, and I saw you kissing him. And he went on and on and on, accusing me of this. And nothing was — nothing had happened. So I kept saying, I don't know what you're talking about. Nothing occurred. I don't know who you saw, but it wasn't me.

And after about half an hour or 45 minutes of going on and on about this, he finally said, No, I never saw you do anything. I just figured if I accused you of it, it's a police tactic that you would confess to it, if you had done it.

So it was little things like that that were bizarre. I also was going to an exercise class with my mom at the time, and he would say things like, ayes, I was watching you at your class, and you looked really bad, you looked fat, those types of little things that at 20 years old, just made me think, This is — this relationship is odd. It's wrong. It just doesn't feel right, not from somebody that's supposed to care about me.

VAN SUSTEREN: Other than the sort of the creep factor, in terms of accusing you of kissing someone and you didn't at the wake or after the wake, or accusing you of being fat or anything like that, during either of those two incidents, did he touch you? Did he harm you? Did he threaten you?

PIRY: Not at those instances. After — after about eight months of the relationship, four months of being engaged, I did break up with him. And it was after that that I had gone back to the house, his house, to get some of my things that I had left. And an argument ensued. He again was accusing me of, Who were you with, you know, that sort of thing, pushed me over a cocktail table and pinned me to the ground.

And that was the only physical altercation I had had with him. But it was very scary to me because I had never had anyone treat me that way. And you know, he did hurt me. I did eventually get up. I went home. My stepdad was the only one there, and I explained to him what had happened. And he told me, he said, You need to call the police. And being naive, I thought, Well, I don't have a bruise. You know, I don't have a mark. And he convinced me otherwise, that that still was battery and I needed to call the police.

So I did call the police. However, they sent over an officer that happened to be his friend and kind of convinced me not to — not to press charges, you know, said he's upset, this and that, that type of thing. And I mean, that was the only time there was a physical altercation.

But it continued that he continued to stalk me. He continued to pull me over after we had broken up. He wrote tickets for, you know, ridiculous things like bald tires or my lights on my back car weren't bright enough. It was just obviously harassment.

VAN SUSTEREN: How did you get rid of him?

PIRY: Well, actually, it got to the point of three months after we had broken up, of the harassment — you know, as I'd be going out or coming back into town after going out, he would pull me over. You know, he didn't write me tickets all the time, but it was getting harassing. So eventually, my mom and stepdad did call the police department. I believe they spoke to the chief at the time and explained the harassing and that it really needed to stop or we were going to pursue it further.

At that time, it did stop, except for about a year-and-a-half later, after I didn't even live in Bolingbrook any longer, and he was actually married to Vicki at the time, he confronted me in a — in the parking lot of the place that I was doing hair at that point and said that I was under arrest for parking tickets that I hadn't paid, which were bogus tickets that either he wrote or other officers wrote that I never received.

And he did. He put me in the back seat of the car, took me to the station, fingerprinted me. There was even a woman officer with him at the time. And at some point I said to her, You know, I was engaged to Drew. And she was very upset. I could tell by her reaction and tone that had she known that I had been engaged to him, she would have never gone along with, you know, going with him to do this arrest.

VAN SUSTEREN: So what happened to that arrest?

PIRY: What happened to that was after it occurred — at that point, I was living with my current husband. And again, I had a court date because it was what they considered a legitimate arrest because I had parking tickets that I hadn't paid for. But I called again the chief, explained that this situation was a continuation of previous harassment, that I had never received any of these tickets, and basically said that if — if this continued, I was going to go higher to have him prosecuted or investigated because this was harassment. And at that point, they just dropped all those charges and I never had to go to court for it.

VAN SUSTEREN: I imagine — and correct me if I'm wrong — that now with the disappearance of wife number four, number three's death being investigated, I would imagine that you've sort of searched your mind to think, Is he capable of this? Is he capable of murder? Is he capable of causing harm to them? Have you had that thought? And if so...

PIRY: I have.

VAN SUSTEREN: ... what is it?

PIRY: If you would have asked me that 25 years ago, I would have said no, that I couldn't imagine that he would. The other thing about Drew was that he really never got angry or mad. I mean, he wasn't a yeller or a screamer or — it was more of a methodical, collected thing in his own mind, really. So I don't — I think because of that, I didn't see a lot of the — I did see a lot of signs, because, obviously, I got out. But there were — I think because of the quietness of him sometimes, that I didn't realize what was going on inside his head.

Looking at the circumstances, looking at just the things in the news, you know, coroners' reports, I would have to think that he is guilty of this. And I think, unfortunately, this was something that snowballed and almost maybe started with me. His first wife said there was never anything physical, other than him cheating on her. Where I — you know, there definitely was something physical there, a physical confrontation with me. So I feel like it just kind of snowballed from that point.

(END VIDEOTAPE)

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