This is a rush transcript from "On the Record ," February 27, 2009. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: We're back live in Satsuma, Florida, reporting on the disappearance of 5-year-old Haleigh Cummings, little Haleigh allegedly last seen by the 17-year-old girlfriend of Haleigh's father at about 10:00 PM on February 9.

Joining us live is Haleigh's mother, Crystal Sheffield, and Haleigh's grandmother, Marie Griffis. Nice to see both of you. Any news today, Crystal, at all? Nothing?

CRYSTAL SHEFFIELD, HALEIGH'S MOTHER: Nothing.

VAN SUSTEREN: Have you talked to the police today?

SHEFFIELD: No.

VAN SUSTEREN: Have you, Marie?

MARIE GRIFFIS, HALEIGH'S MATERNAL GRANDMOTHER: Not since last night.

VAN SUSTEREN: What were they telling you last night?

GRIFFIS: He -- last night, he just stopped and confirmed that the dumpster that they had went through, the smell coming out of it was just debris laying in water. And something else was in there, he said, but it had nothing to do with Haleigh, and just letting us know that they had turned the trailer back over to Ronald.

VAN SUSTEREN: And was that -- I mean, you're making a reference to that the -- that there have been some dogs that have made a hit on that -- on that dumpster, which cast a lot of suspicion on the dumpster?

GRIFFIS: Yes. Yes. They smelled something, but he said there was nothing in there. They went through it piece by piece.

VAN SUSTEREN: Crystal, you know, I can't even imagine the agony. What do you -- I mean, how do you pass your days, just waiting and waiting? Is that...

SHEFFIELD: I take it day by day.

VAN SUSTEREN: What -- you know, what -- what's your child like? Tell us about her. I mean, is she the kind who -- would she ever walk off with anybody?

SHEFFIELD: No.

VAN SUSTEREN: Absolutely not?

SHEFFIELD: No. No.

VAN SUSTEREN: Is she a shy kid, a bold kid?

SHEFFIELD: She's not shy, but she's not going to go off with a stranger. I mean, she's just -- she's a wonderful little girl. She'll talk to you, but she's not going to go with a stranger.

VAN SUSTEREN: Marie, do you think she's capable of opening a deadbolt lock?

GRIFFIS: No.

VAN SUSTEREN: Why not? I mean (INAUDIBLE) been with you, and like, you've -- I mean, she just doesn't seem like a kid who's interested in locks and would mess with the door?

GRIFFIS: Well, at our house, I keep my deadbolt locked, and it's right where a kid can open it. My 9-year-old daughter, she can unlock it, but the other kids don't usually mess with it. And Haleigh has never opened the back door and went out of it.

VAN SUSTEREN: Crystal, what's your -- you know, in your heart or -- what do you think happened? Or your mind. I mean -- I mean, like, what -- deep down inside, what's your -- what's your suspicion?

SHEFFIELD: I honestly don't know. I mean, there's so much going around. I hope somebody has her and they're taking care of her. I mean, because I don't know what happened. I wasn't there. All I hear is what everybody's saying happened, and I just -- I hope someone has her and they're taking care of her. And I just want them to bring her home.

VAN SUSTEREN: Do you actually live in this community?

SHEFFIELD: No. I live in Baker County.

VAN SUSTEREN: Have you ever lived in this area?

SHEFFIELD: Yes.

VAN SUSTEREN: In the time that you lived here, did you ever hear about kids being nabbed or grabbed, or anything.

SHEFFIELD: No.

VAN SUSTEREN: In broad daylight it looks like a pretty safe area. There were not a lot of people around today. It looked pretty safe.

SHEFFIELD: She was a year old when me and her dad moved here. And I lived here until she was almost 15. I never had no worries about my kids running around playing with the neighborhood kids. We never worried about anybody coming and snatching one of our kids. This is the first time.

VAN SUSTEREN: What is your sort of thought on this, if you are investigating it?

SHEFFIELD: Somebody in that house knows what happened.

VAN SUSTEREN: Have you spoken to Ronald or his girlfriend since your granddaughter disappeared?

SHEFFIELD: No.

VAN SUSTEREN: Have you spoken to them either directly?

SHEFFIELD: I have spoke to Ronald. I have not spoke to Misty.

VAN SUSTEREN: And when you spoke to Ronald, what did you ask him.

SHEFFIELD: I did not ask him nothing. He just told me he was sorry and that if he had been home from work, it would not have never happened.

VAN SUSTEREN: He's hurting. He is a good father, isn't he?

SHEFFIELD: Yes. He loves Haleigh. I know Haleigh is his heart, and I do not think he hurt her.

VAN SUSTEREN: And we certainly hope we'll get some good news and find that child, your granddaughter and daugther. Thank you both for joining us.

GRIFFIS: Thank you.

SHEFFIELD: Thank you.

VAN SUSTEREN: Moments ago, we walked through the neighborhood where Haleigh was last allegedly seen with the missing child's paternal grandmother Teresa Neves.

(BEGIN VIDEOTAPE)

VAN SUSTEREN: How did you find out?

TERESA NEVES, HALEIGH CUMMINGS PATERNAL GRANDMOTHER: He called me.

VAN SUSTEREN: About what time did he call you?

NEVES: He called me 3:27, 3:28.

VAN SUSTEREN: So right after the 911 call? Right before?

NEVES: I believe that she was on with 911 when he called me.

911 CALL: (INAUDIBLE)

NEVES: He was in a panic.

911 CALL - RONALD CUMMINGS, HALEIGH CUMMINGS’ FATHER: I just got home from work. My five-year-old daughter is gone. I need somebody to be here now.

NEVES: And I thought, I am in my nightgown, and I am throwing me jeans on and going out of the door, and I thought that she is probably hiding under the bed or something.

VAN SUSTEREN: How far do you live from here?

NEVES: I live about somewhere between 12 and 15 miles.

VAN SUSTEREN: So did you hightail it over here?

NEVES: It took me about five minutes.

VAN SUSTEREN: So you did move fast.

NEVES: I was well over the speed limit, that's for sure. But I just thought if they got behind me, there would be more people here when we got here.

VAN SUSTEREN: So when did you get here, about 4:00 a.m.

NEVES: When I got here, it was about 3:30.

VAN SUSTEREN: Is the level of pain that which you imagined, or when it really happens, are there any words to describe it?

NEVES: I don't think that anybody ever, ever could understand how bad and how deep that hurts. And I do not think that they can understand the fear that you feel, not knowing where your child is and knowing that she is scared to death.

She is a five-year old. She was not a child who would go out in the dark. So you know that somebody took her.

But she is a daddy's girl. To be away from her father, you just know that she is scared to death, you know? I am afraid that maybe some couple who can't have a child and wanted a child, because she was so precious, they took her, and they are taking care of her.

VAN SUSTEREN: What did you say to Ronald? I know it is horrible for you, and it is horrible for your son. What are you saying to him now to try to help him get through this?

NEVES: The same thing I tell everybody--you have to keep praying. You have to keep the faith, and you have to believe what you pray.

VAN SUSTEREN: What do you think happened? Do you have any idea?

NEVES: I don't. No, I don't. I wish I did. I wish I could come up with any kind of scenario that would help find my baby girl.

(END VIDEOTAPE)

VAN SUSTEREN: We are going to bring you the very latest on this investigation as soon as we get it.


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