The U.S. government warned Nicholas Berg (search) to leave Iraq and offered him a flight out of the country, a month before his grisly beheading was broadcast on an Al Qaeda (search)-linked Web site, officials said.

But authorities in Baghdad denied that Berg, 26, was held in U.S. custody before he disappeared in early April, despite claims to the contrary by his family. The authorities said he had been held by Iraqi police for about two weeks and questioned by FBI agents three times.

The final movements of the telecommunications businessman from suburban Philadelphia remain unclear as officials in Washington and Baghdad try to piece together how Berg crossed paths with a group of Islamic militants who savagely decapitated him in a video released Tuesday bearing the title "Abu Musab al-Zarqawi (search) shown slaughtering an American." It referred to an associate of Usama bin Laden believed to be behind a wave of homicide bombings in Iraq.

Lt. Gen. Ricardo Sanchez, the top U.S. commander in Iraq, told reporters Thursday in Baghdad that it appears al-Zarqawi was responsible.

Asked whether he meant al-Zarqawi personally carried out the execution, Sanchez said, "All indications are he did it." Asked about al-Zarqawi's whereabouts, he said, "We believe he's moivng around the country."

Gen. Richard Myers, chairman of the Joint Chiefs of Staff, had said earlier it was likely that al-Zarqawi himself was "the lead perpetrator."

Berg's body was found Saturday in Baghdad. Two e-mails he sent to his family and friends show he traveled widely and unguarded throughout Iraq, an unsafe practice rarely done by Westerners.

Shortly before Berg's disappearance, he was warned by the FBI that Iraq was too volatile a place for unprotected American civilians and that he could be harmed, a senior FBI official, speaking on condition of anonymity, said Wednesday.

On April 10, four days after Berg was released from an Iraqi prison, an American diplomat offered to put him on a flight to Jordan, State Department spokeswoman Kelly Shannon said.

But Berg told the diplomat he "planned to travel overland to Kuwait and would call (his) family from there," Shannon said.

Several days later, around April 12, the diplomat received an e-mail from Berg's family in West Chester, Pa., that "noted he had not been in contact," Shannon said. Staff members at the $30-a-night Al-Fanar Hotel in Baghdad told The Associated Press that Berg stayed there for several days until April 10.

Berg's father, Michael Berg, said that although his son wanted to leave Iraq, he refused the flight offer because he thought the travel to the airport would be too dangerous. Attacks had taken place in the areas his son would need to drive through, Michael Berg said.

On April 14, the U.S. consulate sent a private contractor to the Al-Fanar Hotel in Baghdad, where Berg was believed to be staying, to see whether he was still there.

"The people we talked to at the hotel didn't remember him being there," Shannon said.

Diplomats then alerted the U.S. military to be on the lookout for him.

In Baghdad, U.S. spokesmen Dan Senor and Brig. Gen. Mark Kimmitt were quick to offer statements of condolence Wednesday to Berg's family and to draw attention to the barbarity of his death. But Senor said that "to my knowledge" Berg was not affiliated with any U.S. or coalition organization, nor was he ever in U.S. custody.

Iraqi police arrested Berg in Mosul on March 24 because local authorities believed he may have been involved in "suspicious activities," Senor said. He refused to elaborate, except to confirm that the Americans were aware Berg was in custody.

"U.S. authorities were notified," he said. "The FBI visited Mr. Berg on three occasions and determined that he was not involved with any criminal or terrorist activity."

Berg was released April 6 and "was advised to leave the country," Senor added. Instead, Berg checked into the Baghdad hotel.

Senor referred questions about the reason for Berg's detention to the Iraqi police. In Mosul, however, police told the AP they had no knowledge of the Berg case. Police official Safwan Talal said the only American arrested there in recent months was a woman who was released soon afterward.

Mosul police chief Maj. Gen. Mohammed Khair al-Barhawi told reporters Thursday that his department had never arrested Berg.

"The Iraqi police never arrested the slain American," he said. "Take it from me ... that such reports are baseless."

Since Iraq remains under U.S. military occupation, it seems unlikely that the Iraqi police would have held Berg, or any other American, for such a length of time without at least the tacit approval of U.S. authorities.

"The Iraqi police do not tell the FBI what to do, the FBI tells the Iraqi police what to do," Michael Berg told the AP. "Who do they think they're kidding?"

The younger Berg told his family that U.S. officials took custody of him soon after his arrest and he was not allowed to make phone calls or contact a lawyer, his father said.

Kimmitt said U.S. forces kept tabs on Berg during his confinement to make sure he was being fed and properly treated because "he was an American citizen."

But the three FBI visits suggest American authorities were concerned about more than Berg's well-being. They may have had their own suspicions about what the young American was doing in Iraq.

During a briefing Wednesday, Senor confirmed that Berg had registered with the U.S. Consulate in Baghdad but insisted he "was not a U.S. government employee, he has no affiliation with the coalition and to our knowledge he has no affiliation with any Coalition Provisional Authority contractor."

He also said Berg "was at no time under the jurisdiction or detention of coalition forces."

Staffers at the Baghdad hotel, speaking on condition of anonymity, said Berg stayed in room 602 from April 6 until April 10. One of them said Berg lived in the same room during an earlier visit, which the employee could not remember.

An employee described Berg as a "nice guy" who "always smiled and said hello," unlike other foreign guests. "Once he told me, 'I'd like to learn Arabic.'"

"He was very sportive — had muscles — and liked the Internet," another hotel worker recalled. "He usually left the hotel in the morning and returned late, around 10 p.m., usually carrying a sack of beer and mineral water."