Updated

This is a rush transcript from "Your World," January 24, 2014. This copy may not be in its final form and may be updated.

NEIL CAVUTO, HOST: All right, well, after the traveling, the targeting? This is getting scary now, the State Department now warning American Olympic athletes to avoid wearing team colors while out and about in Russia.

The memo comes amid growing fears and threats targeting the Sochi Olympics.

KT McFarland says, it's not so much Sochi that is a concern. It's everything else in -- in Russia.

KT MCFARLAND, FORMER DEPUTY ASSISTANT SECRETARY OF DEFENSE: Right.

CAVUTO: When you're starting to tell people, in the case of American athletes, you know, kind of downplay the outfit?

MCFARLAND: I think, right now, probably the safest place in Russia is going to be inside that ring of steel in Sochi.

Now, why do I say that? Putin has made his career killing Chechens. That is -- it's personal with him. He really doesn't want to have anything happen. Obviously, this is Russia's big moment, showing that they're a superpower again. It's his moment on the world stage, his credibility, his legacy. They're not going to let anything happen there, to the point, Neil, where they have sent troops, they have sent people door-to-door in Chechnya, to women, and they have taken the a cheek swab to get a DNA sample, because they want to have that on record in case there are any kind suicide bombers.

CAVUTO: Wow.

MCFARLAND: They are going to compare body parts to DNA samples. And then they're going to come and get that woman's family. They have made that clear.

So I think there's going to be every effort that can possibly be made to make the place safe. What I'm worried about is outside the ring of steel. Russia is a big country.

(CROSSTALK)

CAVUTO: Well, the 40,000 troops circling the city...

MCFARLAND: Yes.

CAVUTO: ... the advice is, if you're an athlete, don't leave.

MCFARLAND: Yes.

CAVUTO: Don't go outside. Right?

MCFARLAND: Don't go outside.

And, also, for anybody who is going to the Olympics, what happens? How do you get there? You have got to fly into Russia. You're flying in someplace else and then you're traveling into the -- into the Olympic city, into the village, into the hotels. It's getting there and getting back from there that I'm worried about.

CAVUTO: Are they doing enough, though? Are they -- you know?

MCFARLAND: You don't know. And you don't want to know, because whatever they're doing, they're probably keeping it quite secret.

We have offered our help. Chances are they probably don't want the strings that come with that help. Again, I look at the Chechens. These are the most -- before there was Al Qaeda, there was Chechen terrorists. These people are the ones that -- that Solzhenitsyn said in Siberia, the only people who never broke under the Stalinist regime were the Chechens and Ingushetians and the Dagestanis.

That's who we're talking about. These are the toughest, meanest people. They have killed children before. They don't have any problem with that. They have shown that they can move all around Russia. They put a dirty bomb, the only dirty bomb we have ever seen in the world, they put a dirty bomb in a park in Moscow 20 years ago.

CAVUTO: Well, how do we know they're there, right, because...

MCFARLAND: That's their hometown.

CAVUTO: ... we knew the Sochi Olympics were coming.

MCFARLAND: Yes.

CAVUTO: So do the terrorists.

MCFARLAND: Yes.

CAVUTO: So I don't know when he brought the 30,000 or 40,000 troops, but I imagine a lot of the bad guys...

MCFARLAND: Already there.

CAVUTO: They're already there, right?

MCFARLAND: They live there. They live there.

Now, they have built a home. They have really -- it's a -- Sochi -- I saw the deputy prime minister of Russia several weeks ago. And he said there was nothing really much in Sochi for the last 30 years, really since the Stalin period. But they fixed it up a lot.

CAVUTO: Wow.

MCFARLAND: They have really fixed it up a lot. They have put a lot of effort in. So you have two worries. Is somebody there?

(CROSSTALK)

CAVUTO: Well, hopefully, they will get it -- get it fixed.

MCFARLAND: You bet.

CAVUTO: Then there are no problems.

Thank you. You left me actually speechless, just thinking about all the things. All right, I apologize for that.

Content and Programming Copyright 2014 Fox News Network, LLC. ALL RIGHTS RESERVED. Copyright 2014 CQ-Roll Call, Inc. All materials herein are protected by United States copyright law and may not be reproduced, distributed, transmitted, displayed, published or broadcast without the prior written permission of CQ-Roll Call. You may not alter or remove any trademark, copyright or other notice from copies of the content.