This is a rush transcript from "On the Record," May 3, 2010. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: From coast to coast, protests exploding about Arizona's illegal immigration law.

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UNIDENTIFIED MALE: Yes, we can! Yes, we can! Yes, we can!

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VAN SUSTEREN: Protesters hit the streets here in Washington, Los Angeles, Chicago, Dallas, Phoenix and Santa Cruz, California, where some of the protests get violent. Now, in this video, you can see people smashing windows. Protesters say Arizona's new law could lead to racial profiling. But Arizona says, If the feds won't fight illegal immigration, we'll do it ourselves.

Here's an example of dangerous violence from the front lines. On Friday, in Pinal County, Arizona, a deputy sheriff is shot during a shootout with five drug smugglers. What happened? Pinal County Sheriff Paul Babeu joins us live. Good evening, Sheriff.

PAUL BABEU, SHERIFF OF PINAL COUNTY, ARIZONA: Good evening, Greta.

VAN SUSTEREN: Sheriff, first of all, how is your deputy?

BABEU: He's fine. He's a very strong and disciplined deputy, and he was released from the hospital. He had one gunshot actually on his side that was more of a grazing shot. But this is after 20 to 30 AK-47 rounds were fired in his direction, and these five drug smugglers were trying to kill this deputy of ours.

VAN SUSTEREN: All right. All right, what happened?

BABEU: Well, he was out there, found some actual backpacks of marijuana and some other suspicious activity. And now, this is a known corridor for smuggling not only of drugs but of illegals. And so he radioed back to dispatch to call for support, and he continued to track the direction because he's highly skilled in this as a search-and-rescue deputy.

As he was pursuing these five -- he didn't have them in sight yet -- they had realized that somebody was tracking them. And so they left the rear guard behind and took cover and concealment as our deputy approached. This last suspect, who was armed with an AK-47, popped up and started shooting at our deputy, who was in uniform. They clearly knew he was an officer of the law.

And our deputy engaged. He had not only his handgun that he emptied the magazine, he also had his AR-15, which is a semi-automatic rifle that we often carry. And he returned fire, and that's when he was shot. And he believed that he hit one of the five suspects. There was two AK-47s and they had handguns, as well.

VAN SUSTEREN: All right, now, where was he struck?

BABEU: He was struck in the left side. It was a grazing wound. It looked a lot worse than it actually was. I'd seen him as he had called out. We had all responded. Over 200 officers responded to set up a perimeter. And we inserted a helicopter because this was out in a remote area of western Pinal County, just on the border with Maricopa County.

And that's most concerning is that this is deep into our state, and here we have a paramilitary squad operating much like the tactics of those that we use in the military. And that's very concerning. This gun battle went on for over 10 minutes. And for them to take this kind of aggressive posture we're seeing a lot more in Arizona -- and this is really part of what's happening out here. And I can tell you that this area that we cordoned off, we apprehended 17 individuals, all illegals. The border patrol apprehended over 100. And this is just at that period of time. So it can show all of our citizens...

VAN SUSTEREN: Sheriff...

BABEU: ... the fact of what we're having to deal with.

VAN SUSTEREN: Sheriff, was he alone? I mean, because -- I mean, he was -- was he out there by himself? You don't mention anybody else.

BABEU: Yes, he was alone at that time, and this is often...

VAN SUSTEREN: Why? I mean, that's -- I mean...

BABEU: Well...

VAN SUSTEREN: I -- you know, in the streets of D.C., where it's a little different than the desert of Arizona...

BABEU: Yes.

VAN SUSTEREN: ... the officers work in tandem because of the great danger. And I'm surprised to hear an officer would be -- or a deputy sheriff would be alone.

BABEU: We haven't seen this type of aggressive posture against law enforcement before in our county, and this is where it's reached a level that it is truly concerning, not only to be outgunned, the fact that they would ambush a deputy. This hasn't happened before.

So now I've given direction to all of my deputies that if they're out in remote areas and they're doing tracking such as this that there's at least two deputies. And they're always to be highly armed with their AR- 15, as well as their sidearm, and for us to have other deputies in the area.

So this was something that was highly unusual. We're not a border county. We're several counties away, and we're the last county before -- which 80 percent of all the illegals who come into Arizona have to cross through our county. So this is what is most concerning in that we in law enforcement now -- we have been calling for Senator McCain, Senator Kyl, for their plan to deploy 3,000 soldiers immediately to secure our border with Mexico.

VAN SUSTEREN: All right, we only have 30 seconds left. I take it no one has been arrested yet in connection with this. Is that right?

BABEU: Well, the 17 that we apprehended, there's actually three that match the description of Deputy Puroll gave us. And then we have others that have given us information that also ties certain individuals and give the very same description that he gave. So the investigation is ongoing. It's not complete at this time. But we thank God that our deputy is alive and is safe.

VAN SUSTEREN: Indeed. Sheriff, thank you. Good luck, sir.

BABEU: Thanks, Greta.

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