This is a rush transcript from "On the Record ," December 26, 2007. This copy may not be in its final form and may be updated.

MEGYN KELLY, GUEST HOST: Well, could this be a cruel Christmastime hoax in the Stacy Peterson case?

Sharon Bychowski, Stacy Peterson's friend and next-door neighbor, received some bizarre items at her house this morning, along with a chilling message about Stacy. Is this an actual real break in the case or is it just a cruel hoax?

Well, Sharon Bychowski joins us live from Chicago with more. Hi, Sharon.

SHARON BYCHOWSKI, FRIEND AND NEIGHBOR OF STACY PETERSON: Hi, Megyn.

KELLY: So you wake up in the middle of the night -- this is when this whole thing started. Last night around 2:30 in the morning, you wake up, and what do you see outside of your window?

BYCHOWSKI: Well, actually, there was a taxi out there. And my husband woke me up, and he thought it was just a little odd that the taxi had stayed there about 15 minutes. And he called me out to say, you know, This guy's still out here. And at about that time, the cab seemed to pull away. So I was pretty confident that maybe he had just stopped. But it was a little long for someone to linger in front of our home.

KELLY: And so the next thing, you get up the next morning, it was around 8:30, and you go out to check your mail. And tell us what you found.

BYCHOWSKI: Well, it was actually in the morning. I'd let my dog out, and then I really thought my mailbox, front of my mailbox, was open. So I went out there to close the mailbox, knowing that my husband had some mail out there. And as I'm walking out my door, I see a lot of five-by-seven photos, and they're really of graveyard photos. And that was a little upsetting because they all had little flags on top of them that had numbers on them. So it was like to indicate that they were of a police investigation. There were about 50 photos total up and down my driveway, on the top of my car, and scattered all over the driveway, all the way to the mailbox.

KELLY: And then when you got to the mailbox, the situation got even more bizarre.

BYCHOWSKI: It did. It got a little weirder, even, from there. There was a giant red stocking, and that was what was overlapping the front of my mailbox to let me see from the window that it looked like it was open. And inside was some letters. There was actually a red letter, a green letter that I'm holding, as well as a copy of the front of "The Enquirer" that said "Solved."

KELLY: Can you hold up the letter, just so we can see it? It's green?

BYCHOWSKI: Right. One copy was green, one copy was red, and then there was also a copy of "The Enquirer" that said "Solved."

KELLY: Yes. And I understand that one of the letters read to you -- this is a quote from part of it. It says, "Merry Christmas, my friend. We have a reason to believe that Stacy is in a fresh grave, and you need to ask Drew about this spot." And that would correlate, I guess, with the cemetery photos that were all over your lawn?

BYCHOWSKI: Right. And you know, it really wasn't clear on where those cemetery photos were, but it was obvious that someone wanted to share with me that they feel that she's in a grave.

KELLY: And then we learn that one of your neighbors gets the same letter?

BYCHOWSKI: Yes. And then my husband -- I called him down and said, you know, Maybe you need to go look in the mail that you've left in the mailbox for pickup today. He did so, found these three other pages of the same letter, we believe, and then heard my neighbor got the same kind of letter in their mailbox, as well.

KELLY: Bizarre. How -- what -- obviously, you called the police right away. They came over. What are they saying about it?

BYCHOWSKI: Absolutely. I called Ray McGury in the Bolingbrook Police Department. He immediately dispatched out several officers to assist me, and as well as an evidence person to come out and collect the evidence and bring it back safely to the Illinois State Police.

KELLY: And did they give you any sort of...

BYCHOWSKI: They thought it was...

KELLY: ... feel for whether they thought it was real or just a joke?

BYCHOWSKI: You know, it's really hard to say. All evidence is not a joke in any way. So even if they thought it was a little off or creepy, the bottom line is it's all evidence. And of course, they were very professional in accepting the evidence and taking it back to the Illinois State Police safely, without making sure that anything was damaged or in any way -- you know, taken safely back to the police department so that they could do a full investigation of this.

KELLY: Sharon, what's your gut tell you? I mean, you're the one who actually looked at and felt and touched and read this evidence, if it's evidence at all. What does your gut tell you?

BYCHOWSKI: You know, I know that people do want to help, whether they think it's creepy to them or -- it is an unusual circumstance to find that, but I think everything is evidence and I think the state police are going to do everything they can to make sure that they fully investigate. The bottom line is we really have to remember that we're still looking for Stacy every day. Her friends and her family want her home, and every piece of evidence that we all gather is just going to get us closer. Whether it's real or not, that's up to the state police to determine.

KELLY: Yes. The police were telling us that they believe it is probably a hoax, but that they are taking everything seriously and they're looking into this, among other leads. So let's hope...

BYCHOWSKI: They are.

KELLY: ... they find something. Sharon, thanks so much for being here with us.

BYCHOWSKI: Thank you, Megyn.

Content and Programming Copyright 2007 FOX News Network, LLC. ALL RIGHTS RESERVED. Transcription Copyright 2007 Voxant, Inc. (www.voxant.com), which takes sole responsibility for the accuracy of the transcription. ALL RIGHTS RESERVED. No license is granted to the user of this material except for the user's personal or internal use and, in such case, only one copy may be printed, nor shall user use any material for commercial purposes or in any fashion that may infringe upon FOX News Network, LLC'S and Voxant, Inc.'s copyrights or other proprietary rights or interests in the material. This is not a legal transcript for purposes of litigation.