This is a rush transcript from "On the Record ," January 14, 2009. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Tonight: Did he think he was James Bond, ditching the plane, grabbing a motorcycle and taking off? Well, if he did, he got it wrong, very wrong. Rogue pilot Marcus Schrenker caught, and the details are unbelievable.

Now, the story spreads from Indiana to Alabama to Florida, and we are live up and down the East Coast tonight. And in a few moments, we're going to take you live to rogue pilot Schrenker's house in Indiana. And Schrenker's friend gives you the inside story on the pilot's mysterious life. And what a story it is.

Police say Marcus Schrenker planned this all, intentionally crashing his single-engine plane and parachutes to safety, trying to fake his own death. Now, this story has everything -- allegations of faked death, a fraud, a mistress, a divorce, and much more. Schrenker was running, but it was no use. Last night, Schrenker is finally tracked down at KOA campground in Chattahoochee, Florida, covered with large amounts of blood after apparently slashing his wrists.

Caroline Hastings owns the campground and joins us live. Welcome, Caroline. And Caroline, tell me, when did you first see this man? When did he show up at your campground?

CAROLINE HASTINGS, OWNER OF KOA CAMPGROUND: Monday evening. It was probably about anywhere from 5:00 or 5:30, early evening.

VAN SUSTEREN: Did he -- and how did he look? Did he look physically fit? He looked fine?

HASTINGS: He looked fine. He looked pleasant, clean-shaved, a haircut, I mean, just -- and he had the typical tent camper, motorcycle. You know, he had the tent set-up. He wanted firewood -- typical tent camper.

VAN SUSTEREN: Did he said -- how long did you talk to him when he arrived?

HASTINGS: Oh, probably about five or seven minutes, maybe.

VAN SUSTEREN: Did he happen to mention where he was going?

HASTINGS: He said he was with some buddies. When he came in, I said, Oh, you got to be cold, when he rode in on the motorcycle, and he said, Yes, absolutely. He needed two bundles of firewood right away. And said he was with some buddies, and they wanted to go a little further. They were doing a trip cross-country, and he opted out. He needed to stop. He was too cold. And he didn't know if they'd be in to follow him or not. He said, So they might be pulling in, I don't know. I said, OK,, well, the more, the merrier.

VAN SUSTEREN: Did he say how long he intended to be at your campground? Did he say how long he intended to stay at your campground? Was it one night or more than one night?

We seem to have some audio problems with Caroline Hastings, who of course is the woman who owns the campground where this pilot ended up.

All right, we're going to switch gears and we're going to get that audio back with her in a minute. But check this out. We're going to go -- we're going to show you something else. You are now looking live at this rogue pilot's house in Indiana, and what a house it is. Take a look at that. Apparently, it's about a $4 million home. In minutes, you're going to go to the scene and meet a friend of the pilot. This man says he received a cryptic e-mail from the pilot that provides clues, clues as to what may have provoked this, why this man might have done this.

But first, we're going to go to Indianapolis. Schrenker was in the middle of a divorce with his wife, Michelle. And tonight, we may know the reason. In a statement, Michelle's attorney says, in part -- Michelle, of course, is his wife. She says, "Her decision to file for divorce was based on her husband's infidelity and in no way was based on the investment fraud of which he is accused. In fact, Michelle first learned of the allegations against him when on December 31, 2008, the police and investigators came to her door to search her home. To Michelle's dismay, at the time her home was being searched, Marcus was in Florida with his girlfriend."

What else do we know about the pilot's wife? Francesca Jarosz, a reporter for The Indianapolis Star, joins us. Francesca, what can you tell me tonight about the wife, the girlfriend? She was -- house is being searched, and he's off with a mistress in Florida?

FRANCESCA JAROSZ, INDIANAPOLIS STAR: Apparently, that's the case. That's what we've learned at this point from Michelle's lawyer, Greta, but it's really difficult to tell. You know, we haven't gotten anything on the record about who, in fact, the girlfriend was, whether there really was a girlfriend. In fact, the Indiana secretary of state today said that it could -- this all could be part of the cover-up and part of Marcus Schrenker's escape plan. So the details at this point are really unclear.

I did talk today to Michelle Schrenker's good friend, who described her as, you know, a loving wife. She said there were really very few signs of discord in their relationship. In fact, she said the biggest irritation Michelle had with her husband was that at times, he was really particular about things being clean. I think she described him as OCD about cleaning. But she said, you know, on the surface, anyway, they seemed to be really happy family. So it seems to be a mystery as to what was really going on.

VAN SUSTEREN: Has the wife actually filed for divorce or has she threatened to file for divorce?

JAROSZ: She has filed for divorce. We have a copy of the lawsuit.

VAN SUSTEREN: And did she file after December 31, when the home was searched, or did she filed before?

JAROSZ: She -- I believe it was December 30 that the suit was filed, so it was the day before. But in the statement that you probably saw, you know, the lawyer says that the wife, Michelle, had approached the lawyer over the summer, talking about, you know, the idea of potentially filing for divorce, but she wanted to see if things worked out and if they could get back together and if -- you know, if the affair -- if Marcus would discontinue the affair. And in fact, you know, he continued it, and the lawyer says that that was the reason behind filing, you know, on December 30. Now, it does seem mysterious, the fact that it came a day before this investigation.

VAN SUSTEREN: Is there any suggestion whatsoever by anybody, or any independent facts or anything that would in any way hint that the wife was in on this plan and not simply, you know, the wife who got surprised when she discovered her husband in a relationship -- or not just a relationship, cheating on her?

JAROSZ: Well, I think that's mostly speculation at this point. But I mentioned today, you know, the secretary of state said that could possibly be part of the escape. We haven't talked to anybody, though, who has given us, you know, a solid indication that she, in fact, was in on the escape plan. However, there's been a lot of speculation in that regard, so...

VAN SUSTEREN: Francesca, thank you. I'm sure you'll be all over this, and we'll probably talk to you tomorrow night. Thank you, Francesca.

JAROSZ: Thanks a lot.

VAN SUSTEREN: All right. Now we've got back Caroline Hastings, the owner of KOA Campground, where Schrenker was taken down. Caroline, now that we've fixed our audio, tell me -- he came in about 5:00 or 5:30, said he was -- that maybe some buddies might be joining him. Did he say how long he intended to stay at your campground?

HASTINGS: Just for the night. He paid for the night, so I thought it was pretty unusual. When we get motorcyclists, they usually leave first thing in the morning. And especially with him saying he was meeting some buddies and he was riding with buddies, I thought for sure he'd be gone first thing in the morning. So that started the suspicion a little bit that it was just a little odd. And then as the day progressed, with him not coming in for a shower or restroom, not seeing him at all to eat or anything or outside the tent at all, that was just very odd.

VAN SUSTEREN: Did he -- when he was there, did he ask for Internet service? Because I know that some of the campgrounds have Internet service.

HASTINGS: Yes. Actually, when I check them in, I always ask if they need the wifi access code. We have it done by code. And he did say yes, that he needed it. And we do have tent sites that have just water access or water and electricity, and he did need electricity, as well.

VAN SUSTEREN: All right. So the next day, Tuesday, which is the day, of course, he was arrested, did -- and he didn't leave during the day. At what point did you think, Look -- look, you either pay up or you got to go?

HASTINGS: Well, it wasn't unusual for someone to may be oversleep in the afternoon. We thought maybe he had had a hard ride the day before, being on a motorcycle, and just kind of let it go in the afternoon. And when my husband did a ride-round on the golf cart, that's when he noticed the red on the tent. And he said, Well, maybe this man got sick. Maybe he's hurt, something.

So when he just kind of said, Sir, is everything OK, he -- he answered back, Yes, you know, I had just fallen asleep, I had taken a nap. And my husband said, OK, well, if you're going to stay another night, just come see us before we close. No big deal. We just thought maybe he was ill or just, you know, overtired or something. And a couple hours then had went by and that's when we knew -- he still hadn't used the restroom, like I said, our facilities. He hadn't moved out of the tent at all.

VAN SUSTEREN: At about what time...

(CROSSTALK)

VAN SUSTEREN: About what time did he see the red on the tent?

HASTINGS: I only got half of that.

VAN SUSTEREN: About what time did your husband see the red on the tent?

HASTINGS: I can't hear you.

VAN SUSTEREN: All right, Caroline. We're getting part of the story. You tease us so much because we don't have the audio. It's not her fault, of course, it is our fault. But I can tell you that at some point later in the evening, they were contacted by the Marshals Service. And one of the tips to the Marshals Service was an e-mail that was sent, and they tracked down the IP address, which brought them to the campground and ultimately to the arrest.

Now, Schrenker's legal troubles were haunting him in the weeks before his infamous flight, and now we have that sneak peek into the pressure building in Schrenker's life. Schrenker was being sued by investigators (SIC) who trusted him with millions of dollars only to see that money vanish.

Now, Schrenker sent an e-mail on December 16th to the plaintiffs who sued him. This is what it says. "I walked out on my job about 30 minutes ago. My career is over, over one error and a trade error -- one letter. I wish I would have seen this earlier than yesterday because we could have prevented this. I've had so many people yelling at me today that I couldn't figure out what was up or down. I still can't figure it out. What I do know is that Fidelity wants me to pass along a 25 percent loss to my clients, and my CCO has told me that I can't morally do that. I agree. I have told Andrew Geyer in our office that I'd rather lose everything than screw a person out of a dime. I'm not sure what to do, at this point, but I think we need to wait on the allocation until a CCO signs off on it.

So how did Marcus Schrenker's plan unravel? How was he tracked to that campground in Florida? Deputy U.S. Marshal John Beeman joins us on the phone. Good evening, sir. And I understand that -- from talking to people and investigating this story, reporting on it, and our staff, is that what led you and the Marshals Service to that campground was an Internet address. Is that right?

JOHN BEEMAN, DEPUTY U.S. MARSHAL: Well, I'm not going to confirm or deny. I can't get into investigative techniques and abilities of the Marshals Service and things that we utilize to find our fugitives. I can't speak to that at all.

VAN SUSTEREN: All right. Well, what can you tell me about the Marshals descending upon this campground?

BEEMAN: The investigation, things from Indiana, Alabama and the crash site itself led us to that area in the first place. There were items in the plane that led us to believe that those type of areas may be of interest to us.

VAN SUSTEREN: Do you know -- did he resist at all when he was -- when the Marshals showed up and the sheriff's department, I guess, showed up at the campground?

BEEMAN: Not resistance in the sense of he resisted arrest. But he resisted -- he was one (ph) to resist attempts to save his life, is my understanding, speaking with the folks that were on the ground there.

VAN SUSTEREN: Did he at least identify himself? Because I know that originally, when he was first spotted after the plane went down, there was at least one report that he gave a different name to someone who had seen him at a hotel. Did he identify himself as Mr. Schrenker?

BEEMAN: My understanding is he was in and out of consciousness, and he only spoke one word that they could discern, and that was, Die.

VAN SUSTEREN: Now -- so it sounds to me, your description, that this was a legitimate attempt to take his life, this was not just another -- this was not just a phony call for help, this was a serious injury?

BEEMAN: Taken in totality with the prescription medications that he had, the aspirin, and the wounds that he had and as long as he'd been laying there bleeding, within another hour or two, he certainly would have died from his wounds.

VAN SUSTEREN: Do you know what he used to inflict this on himself, what kind of weapon?

BEEMAN: I'm not sure. I have not seen the full inventory of the items taken from that. I would assume that it'd be a knife.

VAN SUSTEREN: He is still in the hospital tonight, sir, or has he been discharged?

BEEMAN: My understanding, he is still in the hospital awaiting medical clearance to be transferred to the jail.

VAN SUSTEREN: All right. And so he's not -- when I say "discharged," I mean discharged from medical care, but he's going to remain in custody because of the warrants outstanding. Is that right, sir?

BEEMAN: In addition to the new charges from the northern district of Florida, out of the Pensacola division under (INAUDIBLE) by U.S. attorney's office there.

VAN SUSTEREN: Thank you, sir.

BEEMAN: Thank you.




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