This is a rush transcript from "On the Record ," July 17, 2008. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, HOST: Police say he's not a suspect. But what do you think?

Here's what we know. Nancy Cooper, mother of two very small children, has been murdered in North Carolina. On Monday, Cooper's body is found floating in a pond. Her husband says she left for a jog on Saturday at 7 a.m. and never returned. But tonight we are learning new information, the dark details of Nancy and Brad Cooper's marriage. And of course, everyone wants to know where's the husband tonight, and who has taken control of the couple's two small children?

Video: Watch Greta's interview

Earlier, Nancy's identical twin sister spoke about the case.

(BEGIN VIDEO CLIP)

KRISTA LISTER, NANCY COOPER'S SISTER: I am one of the luckiest people in the world. I'm a twin! Sorry. I have a bond with Nancy that no one in the world has. All I have to do to remember her is just to look in the mirror! (INAUDIBLE) talk to her every morning, as I always have. She's my biggest supporter. And she's my biggest fan. She's my — she's my best friend and my soulmate! She's my sister, and she's my everything. She will always be half of me, and I promise to live my life in a way that makes her proud. And her spirit will always be alive in me! Nancy, I love you, and I always will! Thank you.

(END VIDEO CLIP)

VAN SUSTEREN: Joining us live is FOX News' Marianne Silber. Marianne, first, where are the two children tonight?

MARIANNE SILBER, FOX CORRESPONDENT: The two children are actually now in the custody of Nancy Cooper's parents and her sister, Krista, that you just heard from earlier today.

VAN SUSTEREN: And how did they get custody of it because the father, who has certainly not been charged with any crime, is of course, the custodian.

SILBER: Well, first of all, investigators say that the petition for custody is totally separate from Nancy Cooper's murder investigation. They petitioned for custody for several reasons. In fact, I'm holding in my hand, something like 32 different reasons why they wanted to take custody of the children, and the judge granted it. One of the main reasons stated on the last page of the petition says that given the years of emotional instability on Brad Cooper's part and the fact that there — he is under a lot of scrutiny with the murder investigation ongoing, that, you know, they felt it was best if they take custody of the kids, and the judge agreed.

VAN SUSTEREN: All right. Where is he tonight?

SILBER: We don't know where he is tonight. We did hear from his attorneys. They gave a statement yesterday saying that he was not going to be talking to any members of the media, but that he, you know, was missing his wife, that he was distraught over losing her, and that he was cooperating fully with detectives on the case.

VAN SUSTEREN: All right. Now, there has been a rumor — I underline rumor — or a suggestion that at some point during the search for her, he went out and bought some bleach. Can you confirm that or not?

SILBER: We've still not been able to confirm that. That question was asked during a press conference yesterday. Investigators said that is not something that they are ready to confirm right now.

VAN SUSTEREN: Is he a suspect or a person of interest?

SILBER: Right now, there is no suspect, no person of interest. And again, you know, they stress the fact that this, you know, custody totally separate from the murder investigation, that the investigation is still ongoing and that — and they also reiterated that Brad Cooper has cooperated fully in the investigation. They went in and searched the home. We know they took out several bags of evidence. They searched the vehicles. And that also allowed them to get a DNA sample. We have not heard anything as far as what that has turned up. We have another press conference scheduled tomorrow, so we're hoping we can get some more information then.

VAN SUSTEREN: All right. Of course, cheating is not — does not mean that you are a murderer or a suspect or a person of interest or anything. Nonetheless, there is, at least in the custody request, a statement or a suggestion that he had — that they've had marital problems and that he has had an affair. Do you have any information about that? Can you corroborate that?

SILBER: Well, right here in this petition, it does state that. It states that he was having an affair outside of the marriage, among other things. I mean, it also says that, you know, there were things such as withholding money, that there were times when he wouldn't give her money, she had to call her parents to borrow money to buy groceries for her and the kids. Also, the passports — the children's passports is a big issue because the family's from Canada, and they're wanting to get the kids to their mother's memorial service. And they say that Brad Cooper had taken the passports out of Nancy Cooper's vehicle. And so in this petition, they ask for those passports back, and the judge granted that, as well, so the children could attend her memorial service.

VAN SUSTEREN: Marianne, thank you.

SILBER: Thank you, Greta.

VAN SUSTEREN: Now, Nancy Cooper was Edmonton, Alberta, Canada. Briar Stewart, reporter for the Canadian Broadcasting Corporation, joins us live from Edmonton. Briar, thank you for joining us. Can you tell me the background of Nancy Cooper?

BRIAR STEWART, CANADIAN BROADCASTING CORP.: Well, Nancy Cooper comes from a really tight family here in Edmonton. Now, as you know, as you just heard, she does have an identical twin sister, and she also has a brother and another sister. Now, she grew up here. She went to high school here. Her family and friends describe her as someone who was really outgoing. She was the kind of girl who would make friends wherever she'd go — wherever she would go.

And also, we heard that she's a really great athlete. In high school, she would try a sport, pick up a sport, and she would just naturally excel at it. Her family is also very involved in the community here. Her dad worked for a social service agency in Alberta for a number of years. And Nancy Cooper's brother is a police officer here in Edmonton. So of course, the story has been big news up here, and there's a lot of shock from the community because these people are very well known.

VAN SUSTEREN: Do you know if her husband is a Canadian or an American? Do you know where they met?

STEWART: Well, her husband is a Canadian. He's originally from Medicine Hat, Alberta. It's a city of about 60,000 in southern Alberta. Now, they both met in Calgary a number of years ago. After she graduated from high school, they were both working at IBM. And it was around that time, shortly after that, that he was offered a job in Cary, in North Carolina. And so he did transfer there and she moved there, and they started their family there.

VAN SUSTEREN: Do you know anything about this marital infidelity? And I don't mean to harp on it, but of course, it's one of the things the police are looking at as a possible reason why, you know, she would have walked off and maybe run into someone who murdered her or there might be someone else, or even her husband might have harmed her.

STEWART: Well, we talked to Nancy Cooper's sister who is still in Edmonton. She stayed here while the rest of the family is down there because she's taking care of the family business. And we asked her that question about the relationship, about their marriage. But she said it really wasn't her place to talk about that. And as the reporter just mentioned, in those custody documents, Nancy Cooper did go to a lawyer back in March to deal with the separation and to deal with custody. And what we're hearing is, is that she was actually planning to move the children to Ontario to live with her twin sister. And that's when the passports were taken.

VAN SUSTEREN: Briar, thank you very much.

STEWART: You're welcome.

VAN SUSTEREN: Earlier today, police in North Carolina spoke about the murder.

(BEGIN VIDEO CLIP)

CHIEF PAT BAZEMORE, CARY POLICE DEPARTMENT: Late yesterday, custody of Nancy and Brad's two children, Bella (ph) and Katie (ph), was officially transferred to Gary (ph), Donna (ph) and Krista. I want to stress that this custody issue is a private civil manner between Nancy's family and Brad. It was not initiated by the town of Cary Police Department, and it was not a part of our investigation into Nancy's murder. That said, any information that comes from this civil matter will be considered by our investigators as we move forward in this case.

(END VIDEO CLIP)

VAN SUSTEREN: Joining us by phone is former LAPD homicide detective Mark Fuhrman. Mar, it's very hard not to be suspicious of Nancy Cooper's husband. Nonetheless, they could have had a fight in the middle of the night. She could have taken off mad and someone else could have grabbed her and murdered her. But — and so you got to keep your — got to keep all options open. But how do you investigate this one?

MARK FUHRMAN, FMR LAPD HOMICIDE DETECTIVE, FOX ANALYST: Well, first thing, Greta, is I think when this first broke, everybody jumped on the fact that she left between 6:00 and 7:00 to go jogging. And I think that this is the first failure to understand how these things work. How do we know she ever left the house? And now you have a rumor that he was buying bleach early in the morning, and when do you have any guy buying bleach any time, anywhere? I mean, that's ridiculous. If that's true, then that is not a coincidence.

So did she leave the house? I don't believe she ever left the house. And you have the only alibi a 2 and a 4-year-old child. One other thing, Greta. If he left to go to the store to do anything when she was gone, then he left a 2 and 4-year-old child there by themselves to go to a store. Why would he not leave any time during the night?

VAN SUSTEREN: Here's what I'm curious about. When her body was found, did she have jogging clothes on?

FUHRMAN: Absolutely.

VAN SUSTEREN: Or did she have on, you know, party clothes from the night before or sleeping attire? But what was she wearing? Because that would certainly — if he killed her, that would certainly drive a hole right into — I mean, into his story (INAUDIBLE) how she's dressed.

FUHRMAN: It would, Greta. But even if she did have running clothes on, had she perspired? If she had run several miles, there would be evidence on her body that she perspired. Was there any dirt in the treads of her shoes that matched the tread — or the dirt that previously would have had to have been run over to get to the spot where (INAUDIBLE) Did she have defensive wounds? Because she was a strong woman, athletic woman. If she's going to be attacked on the trial, then there'd be a fight. There'd be some level of fight.

And there's one other thing. If somebody acquires her just visually, and for some reason — it's a random act and they go after her, there's got to be a motive. And if the motive is just to kill her, then she would have been killed at the location where she's found. There should be a sexual assault or some other motive involved. And every place you go, you get to a dead end in this case.

VAN SUSTEREN: Mark, thank you.

FUHRMAN: Thank you, Greta.

Content and Programming Copyright 2008 FOX News Network, LLC. ALL RIGHTS RESERVED. Transcription Copyright 2008 ASC LLC (www.ascllc.net), 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 ASC LLC's copyrights or other proprietary rights or interests in the material. This is not a legal transcript for purposes of litigation.