Four haunting words were spray-painted in red on a wall of the Illinois home where a woman and her sons were found strangled: "I told you so."

That and other new details have emerged since Wednesday, when Chris Coleman, 32, pleaded not guilty to three counts of first-degree murder, accused of killing his 31-year-old wife, Sheri Coleman, and their children, 11-year-old Garett and 9-year-old Gavin.

Major Case Squad Deputy Commander Major Jeff Connor told FOX affiliate KTVI-TV that it was not one piece of evidence but several factors that prompted police to arrest Coleman on Tuesday. He is being held without bond.

"I can tell you this investigation took us all over the place, several states, businesses, worship centers, residential areas, all over, so I don't want to key in on any one piece of evidence," Connor told KTVI.

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He said the bodies of Sheri, Gavin and Garett were found, strangled, in separate bedrooms in the family's Columbia, Ill., home, and that a basement window of the home was found open on the morning of May 5.

Shari Coleman's family will file a wrongful death lawsuit against her husband next week, KTVI reported.

People lined the street near the courthouse as Coleman arrived Wednesday morning, heckling him.

"Murderer!" some yelled at the car in which Coleman rode. "Baby killer!" yelled another, KTVI reported.

'It's what he deserves," an unidentified man told KTVI.

During a roughly five-minute court appearance Wednesday, Coleman stood next to his attorney shackled at the ankles and waist.

Judge Stephen Rice told Coleman that prosecutors will decide whether to seek the death penalty and told him that he also could get up to life in prison. Coleman's next court appearance is June 10.

He was arrested Tuesday at his parents' home in Chester, about 40 miles from Columbia, and charged with the three first-degree murder counts, according to authorities.

"We've done all we could to solve this as quickly as we could but as efficiently as we could," Jeff Connor of the Major Case Squad of Greater St. Louis said Tuesday. He declined to discuss motive. "We feel very comfortable in these charges."

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Police had said they believed one person was responsible for the murders.

The Major Case Squad presented evidence in the case to Monroe County State's Attorney Kris Reitz last week, but Reitz did not file charges pending the results of forensic tests. At the time authorities declined to name the suspect.

The day the bodies were found, Coleman called police from a gym and asked a Columbia police officer who had investigated prior threats related to the family for a well-being check around 7 a.m., investigators have said.

Coleman told officials that he called the house and no one answered, authorities said.

Officials have declined to discuss details about the alleged threats. Some neighbors in the well-kept subdivision have also said the Colemans received threatening letters and their mailbox was tampered with.

Police got to the suburban home that morning before Coleman arrived and discovered the bodies. Shortly after, officers had to restrain the visibly upset man in his yard.

Coleman worked security for Joyce Meyer Ministries, a Fenton, Mo.-based evangelical Christian group.

Joyce Meyer spokesman Roby Walker said last week that Coleman resigned after an internal inquiry found he failed to follow a ministry policy. Walker would not say what policy Coleman allegedly violated.

Click here for more on this story from KTVI-TV.

The Associated Press contributed to this report.