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KABUL, Afghanistan — When it comes to tracking down alleged terrorist mastermind Usama bin Laden, there seems no shortage of places to look.

Is the Saudi exile in a base near the ruling Taliban regime's stronghold of Kandahar? Or a cave hideout in the rugged central Afghan mountains? Or a farmhouse in the eastern part of the country?

Or maybe none of the above.

These are questions that have been asked, with little success, by U.S. officials since bin Laden was linked to the deadly 1998 East African embassy bombings and other terror acts against America. The May 29 conviction of 4 bin Laden associates in connection with the bombings has only contributed to U.S. determination, and frustration, in the case.

"He must be expelled from Afghanistan," U.S. Ambassador to Pakistan William Milam told Fox News in an interview, "and brought to justice and brought to a country where that is possible."

But the Taliban in Afghanistan aren't budging. Bin Laden fought there against an occupying Soviet army for years. And the millionaire is reportedly backing Taliban efforts to gain total control of the country.

The one-time builder is also reportedly helping out with several other Taliban projects, including the construction of a huge mosque in Kandahar, another near Taliban leader Mulla Omar's home and perhaps even Omar's home itself.

Bin Laden is a guest in Afghanistan, and for that he is accorded special status with many among the country's overwhelmingly Muslim population.

"The Afghan people are very hospitable," Taliban Foreign Minister Wakil Ahmed Muttawakil said in an interview. "If someone comes and sheds blood here, this is what we believe in."

That opinion is shared by many Afghans. "According to Islam, we shouldn't hand him over to America," one man said. "He's been helping us and he's done good for us," remarked another.

This cult hero status has only added to the problems of U.S. authorities trying to bring him to justice. It becomes increasingly difficult for the Taliban to give up the Saudi exile as he becomes increasingly more popular in the Islamic world.

As a result, the Bush administration might be shifting its approach.

Bin Laden is downplayed in the recent U.S.-backed U.N. sanctions against the Taliban, as well as other Bush administration statements and reports. More attention is now being paid to the broader Islamic terror network and training camps said to be located in Afghanistan.

More attention is also being paid to the elaborate international financial network behind the terror network. "The U.S. is taking more of a look at the overall issue of terrorism," said The Associated Press Islamabad bureau Chief Kathy Gannon, "then looking at the individual that is Usama bin Laden."

The Taliban deny the existence of the terror camps.

Still, even they seem to want to escape from the bin Laden trap. "He is a headache for us," confided Rahmatullah Hashimi, a top Taliban Foreign Ministry aide to Mullah Omar. "We're not going to do something extra-judicially, but he is a problem for us and we would like to resolve it."

The Taliban say they have not seen the evidence from the just-completed New York bombing trial and will not recognize the outcome of that trial. They have offered to conduct their own legal proceedings against bin Laden, in Afghanistan or another Islamic country.

Those suggestions have been classified as "non-starter's" with the U.S.

And so, as long as both sides have "dug in," many believe the mastermind of the embassy bombings can look forward to continuing his stay — somewhere in Afghanistan.

About this series: Fox News Correspondent Greg Palkot traveled to Afghanistan in May for a first-hand look at a country shrouded in mystery after decades of war. This five-part series chronicles his trip. Part 1 takes an introductory look at the country in the news. Part 2 examines the potentially devastating humanitarian crisis the country faces.

The remaining two parts will examine the state of the Taliban's war against opium production and the fate of the country's cultural heritage in light of the Taliban's decision to destroy non-Islamic "idols."