This is a rush transcript from "On the Record ," July 8, 2008. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Tonight: A University of Miami student brutally murdered in broad daylight. His killer is unknown and on the loose. Could the killer still be near the college campus? That is possible. Now, here's what we know. Eddie Pieron was viciously murdered on Saturday. A girlfriend arrived at his home, and she is the one who discovered blood everywhere.

Today, new video has been released of Eddie in the last minutes of his life. This is the student on surveillance tape at a CVS pharmacy near his apartment on Saturday afternoon. About two hours later, Eddie is found killed in his apartment.

Joining us live with the latest is Erika Capek, assistant news editor for The Miami Hurricane. Erika, can you -- is there any update in this investigation?

ERIKA CAPEK, THE MIAMI HURRICANE: The last thing that has been reported is that the last time we saw him was about 1:00 o'clock, when he was exchanging text messages with friends. And between 1:00 o'clock and 2:45 is what police are guessing when the murder took place. 2:45 is when a friend of Eddie's came to his house, and that's when she found him and she went to the neighbor's house. So the police are investigating this as a homicide. It does appear that there was no forced entry in the house, but there was a struggle that went on. So that's what we know so far.

Watch Greta's interview

VAN SUSTEREN: About how far is his apartment from campus?

CAPEK: It's about four minutes from campus, less than two miles.

VAN SUSTEREN: Is there any -- any talk on the campus about someone who might want to target him or anything like that?

CAPEK: There's been no talk on campus why this would happen to someone like Eddie. Everything that's been said on campus has been really positive, what a great guy he was, very sociable, very friendly. A lot of people knew him, and no one has any idea why something like this would happen to him.

VAN SUSTEREN: Are you aware of any robbery that occurred a couple months ago at the house?

CAPEK: I wasn't aware until -- but a day or two ago, I just -- just what I had read, that he -- someone had robbed him of his house (ph). He didn't have any -- he doesn't have a bank account, so he kept his cash on him. And he gave the robber $600, his rent money, and that's all I know about the robbery.

VAN SUSTEREN: Was the robbery actually inside the home or on the grounds, or was it someplace down the street? Do you have any idea about that?

CAPEK: I'm not sure.

VAN SUSTEREN: His roommates that he was living with -- were the roommates home this 4th of July weekend, when he was murdered?

CAPEK: No, his roommates weren't there this weekend. Two of them are from out of town, so they weren't. They're home for the summer. And another one was in Michigan at a rock concert, so Eddie was the only one home living there at that time.

VAN SUSTEREN: Have the police release the cause of death yet?

CAPEK: No, the police have not released any cause of death so far, so nothing has been seen or heard. That's what's really kind of, I guess, distressing the U.M. students and the U.M. community, is that nothing really has been said about what happened to him, only that they're treating this as a homicide.

VAN SUSTEREN: All right. So the window of when he was killed is between 1:00 and 2:45. Before 1:00 o'clock, he was seen on that surveillance tape in the pharmacy. Any idea why he went to the pharmacy, what he was buying?

CAPEK: I'm not sure.

VAN SUSTEREN: So what -- we don't know if it's some medication or anything like that that someone might be interested in. We don't know that.

CAPEK: I'm not sure. No.

VAN SUSTEREN: Is there -- are any -- did any of the neighbors see anything peculiar?

CAPEK: I know one neighbor had said that he had found a broken glass -- a broken bottle that he might have thought was funny, so he had reported it to the police for fingerprints, since it was outside of his home, of where he had people over the previous night, so he had reported that. But other than that, I didn't -- I haven't heard of anything suspicious.

VAN SUSTEREN: Erika, thank you.

CAPEK: Thank you.

VAN SUSTEREN: Joining us is live is Eddie Pieron's mother, Pamela Bailey. Welcome, Pamela.


VAN SUSTEREN: Pamela, every single parent who comes along on these horrible circumstances, it's like I almost need to take my breath and try to think, like, you know, what do you say to a parent whose child has been murdered, so -- you know, I can only tell you that, you know, we feel deeply -- you know, deeply terrible for you.

BAILEY: Thank you.


BAILEY: You're right, there's nothing -- nothing to say...


BAILEY: Really. There's nothing to say because nothing can undo it.

VAN SUSTEREN: The only thing that we've ever seen that's helped a little bit is, you know, to try to find justice and try to find the killer, and so to the extent that we can sort of put the spotlight on this, sort of pick away at clues, try to -- we work a little bit with the police, and we look -- you know, hopefully, provoke some tips. So that's what I'm hoping maybe tonight. Do you remember the last time you talked to your son?

BAILEY: Yes, I spoke with him on Friday. July 4 was his 21st birthday, and he was really excited because he was going to be coming home tomorrow, home to Woodland Hills. And then on Thursday, we were going to be flying out for his cousin's wedding in Hawaii. And he was just so excited and he was excited to be turning 21 and -- yes, so now none of that is happening.

VAN SUSTEREN: Is there anything he said on the phone to indicate any particular problems, whether there have been break-ins in the neighborhood or anything like that?

BAILEY: Nothing, absolutely nothing. You know, he was -- he liked his new place because it was closer to campus and nicer than the place these kids had been living last year.

VAN SUSTEREN: You know, it's -- as I listen to your voice, I mean, I can't -- you know, and I know it's painful for the viewers, as well -- you know, no parent should have to get a phone call like the one that you got.

BAILEY: Yes, that's for sure. Actually, I found out from his dad, who had been visited by detectives.

VAN SUSTEREN: The police -- they sent the detectives to the home?


VAN SUSTEREN: Did -- your son was robbed, apparently, in May. Do you know if it was inside that home?

BAILEY: Yes. My understanding was that all three of the boys were at home and that somebody came in -- he didn't say if it was forced entry or not, but they had mask on, and it was more than one, and they had a gun or guns. And they asked for all their money, and so they -- he had cash because he'd just gotten money from us, his parents, to pay his rent and to take care of his expenses.

VAN SUSTEREN: Do you know if any of those robbers have ever been caught? Because obviously, one possibility -- - and I just say possibility. This is so early in the investigation -- is that someone came back for another round.

BAILEY: That could be possible. Again, he did not have a bank account, and he typically, being a college student, didn't have much money, either. That was shortly after he'd gotten a check from us and cashed it and had money.

VAN SUSTEREN: You know -- you know, we'll keep putting up a picture of him. He looked like a -- he looks like a -- you know, a nice young man. I imagine that's at least a beginning way to describe him, isn't it.

BAILEY: He was -- yes, he was just the sweetest kid. He -- you know, he loved little kids. He was really kind and wonderful to old people. And he just had such a zest for life. And he -- you know, he was, you know, goofy, but he just loved life, and he was just a -- you know, a bright, sweet, lovable kid.

VAN SUSTEREN: Well, I can only hope that the police quickly move and get justice for him and for all the -- you know, all the children, these students who are getting murdered, and everybody else in this country. Pamela, thank you very much. If there's anything we can do, if you -- you know, just come on back and call us, OK?

BAILEY: Thank you.

VAN SUSTEREN: Joining us live from Spokane is former LAPD homicide detective Mark Fuhrman. Mark, boy, you know, I don't know how you in your job, when you were a homicide detective, you know, made these visits to parents. It's horrible.

MARK FUHRMAN, FMR LAPD HOMICIDE DETECTIVE, FOX ANALYST: I listened to the mother of the victim, and it just brings back a lot of memories because I don't think -- we can all imagine what that kind of pain is like, but I think until it happens to you, you'll never know. Even as much as people say, I know what you're feeling, nobody does. And it's so unfortunate that this is the kind of murder that America is most plagued by, this opportunist type of quick homicide of a totally innocent victim, and I believe that's what you've got in this case here.

VAN SUSTEREN: You know, it's sort of interesting that when Beth Holloway's daughter, Natalee, disappeared, many parents in this country watched it, and then subsequently, when other parents' children disappeared and I would talk to them, they said they used to listen to Beth Holloway, never dreaming that they would be in the same situation, never fully understood that kind of pain.

FUHRMAN: Yes, nobody does, Greta. You know, when you look at this case -- and so much of it is really to the advantage of the police for the solution to this. You've got 105 minutes. This is great. There's also been a fight, a struggle, which is obviously going to give an opportunity for the police to quite possibly have a transference of hair, fiber, saliva or blood of the suspect. I think this is a huge leap for them.

VAN SUSTEREN: Yes, apparently -- I mean, it almost appears the way the description of the scene that it was so, you know, full of blood that there was a big fight, so maybe the killer got hurt, too. And maybe the killer showed up someplace. If anyone's listening and you live in the Miami area or something and someone showed up with a bunch of scratches and bleeding, you know, maybe now is the -- you know, at least tip the police off.

FUHRMAN: Absolutely. And usually, it's the girlfriend that calls in. We got a lot of tips from girlfriends that knew that their boyfriend was part of something, they started putting two and two together and they called.

But Greta, when we know the cause and manner of death, we're going to know so much more about this. If the suspect had a weapon of their own, then the premeditation and/or the thought process of injuring or killing somebody was there. But if that weapon was acquired inside the home, I would start to lean towards the victim surprised the suspect in the home and the fight began.

Now, of course, you have to eliminate the girlfriend as knowing anything because she was the last one to hear from the victim and she discovered the body. So the time has to match some time in that 105 minutes of absent time. If it doesn't, then you've still got to go forward and clear the girlfriend, who claims that he texted at a certain time and discovered the body at a certain time.

Now, I think that'll occur, but that narrows the window for these detectives to actually operate. And now we have -- we know that there's blood transfer on the walls, and this is huge because it has to match the cause and manner of death.

VAN SUSTEREN: And not only that -- and I'm going to take the last word on that -- whoever killed this student had to leave the house in broad daylight, either walking down the street or in a car, so there's a good chance, you know, someone might be out mowing a lawn or something and see something, so maybe there'll be a tip that way. Mark, as always, thank you.

FUHRMAN: Good night, Greta.

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