This is a rush transcript from "On the Record ," November 6, 2008. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: A TV news anchor murdered in Arkansas. And right now the manhunt continues for her killer.

Very early in the morning of October 20, Anne Pressly's mother calls her daughter to make sure she's awake for work at the local TV station. Pressly does not answer her phone. Worried, the TV anchor's mother goes to her daughter's home.

What she discovers is unthinkable. She finds her daughter badly beaten, struggling to breathe. Anne Pressly is rushed to the hospital, lingers for five days and then dies on October 25.

Joining us live is Lieutenant Terry Hastings from the Little Rock police department. Lieutenant, the evening or the morning that she was murdered, was there any sign of forced entry to her home?

LT. TERRY HASTINGS, LITTLE ROCK POLICE DEPARTMENT: No, we did not find any sign of forced entry. There was a door open.

We do have quite a bit of evidence we are working with. We're trying to get that processed.

We're looking for an individual. We need a name, and that's why we have established this tips line as well as our Web site, trying to get tips, trying to get information.

As you can imagine with case like this, with someone as well known as Anne, we get a lot of tips, and we're looking at all of those.

VAN SUSTEREN: Now, I understand that approximately 20 minutes -- or it's anticipated 20 minutes after the person left her home that her credit card was used at a service station?

HASTINGS: That's right. It was used at a gas station over on the east side of town. We have been over to that gas station. They have video, but it's not of any use to us.

So we are looking for anyone who may have seen that witness, seen the car, anything that can point us in the direction we need to go.

VAN SUSTEREN: Is the video of absolutely no use? Can you at least determine that it's a man as opposed to a woman, or it's of absolutely of no value?

HASTINGS: Well, the video is actually of little value to us. We know it is a male. We are looking at DNA and other things, trying to do comparisons where we can. But right now the detectives are working, looking for that name of that individual.

VAN SUSTEREN: Was the credit card used a second time?

HASTINGS: No, the credit card was only used one time.

VAN SUSTEREN: And nothing else has been used from the apartment as far as you know?

HASTINGS: No, as far as we know the credit card has not been used since. And we are looking to see--plus credit cards and anything else that might point us in that direction.

VAN SUSTEREN: Lieutenant, thank you, and good luck, sir.

HASTINGS: Thank you.

VAN SUSTEREN: And we hope you get your tips. Thank you, sir.

Now joining us are Anne Pressly's parents, Guy and Patti Cannady. Welcome to both of you. And it's always the most awkward thing. I never know what to say to parents who have lost children in the most unthinkable way.

Watch Greta's interview


VAN SUSTEREN: Patti, let me go to you. In terms of tracking your daughter's whereabouts, do you know where she was the evening before you found her at home?

PATTI CANNADY: Yes, Greta. She had supper with two of her close friends. And she had supper with them beginning at 6:00 p.m. on Sunday evening. And then she left to go to a surprise party for one of her colleagues.

VAN SUSTEREN: Do you know what time, Guy, she left that surprise party?

GUY CANNADY, ANNE PRESSLY'S FATHER: Somewhere between 8:30 to 9:00, and then paid a quick visit to Patti and one of her friends here in Little Rock, and then left that location around 9:30 or so.

And Patti kissed her, said "I love you," and I said the same, and one phone call later around 10:30 just to confirm she was getting ready to go to bed. And that was the last that was heard from her.

VAN SUSTEREN: Patti, you had the 10:30 phone call?


VAN SUSTEREN: I wasn't sure if there was a second Patti. Now, at 10:30, did she say anything unusual was going on?

PATTI CANNADY: Not at all, not at all, no.

VAN SUSTEREN: Did she leave her door open ever?

PATTI CANNADY: No, ma' am, not at all.

VAN SUSTEREN: Would she have likely, if someone knocked on the door, a stranger, would she open it, or was she a more cautious type?

PATTI CANNADY: She was more cautious. She was smart.

VAN SUSTEREN: Guy, did she ever complain that someone was stalking her or giving her trouble?

GUY CANNADY: No. There was one incident several months ago that was of concern to her very briefly, of a person who -- an older gentleman who had written into the station several times. Police immediately tracked that individual down and cleared him of any participation in this.

VAN SUSTEREN: Patti, so why did you go over to the home, and what time did you get there?

PATTI CANNADY: I think that I arrived there about 4 a.m. I called Anne repeatedly, and I was alarmed -- so alarmed and so afraid. But I went immediately to her home, and I actually texted her three times, thinking that she may be in the shower or that she overslept. But that was not to be the case.

VAN SUSTEREN: Did you frequently talk to her at 4:00 in the morning? You talked at 10:30 at night. Would that be something that you routinely did?

PATTI CANNADY: We always had a wake-up call. We were the third wake- up call for Anne. She had her own two-alarm system, and we were the third backup, gladly.

VAN SUSTEREN: And that's because, Guy, she was the anchor on the early morning show?

GUY CANNADY: Yes, that's correct. It had always been just our family procedure that one of us always called her every morning regardless of what shift she was working just to make sure she was up. It was just our way of saying hello to her every morning and just letting her know that we loved her and she went off, got up and went to work.

VAN SUSTEREN: Well, I can only imagine your broken hearts. We've talked to a lot of parents who have lost children in the most horrible, violent ways. And I know that if you can at least get justice for them.

Guy, Patti, thank you, and good luck.

PATTI CANNADY: Greta, thank you so much for your interest in covering this story. We really appreciate it.

VAN SUSTEREN: Thank you both.

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