This is a partial transcript from "On the Record," September 30, 2005, that has been edited for clarity.

GRETA VAN SUSTEREN, HOST: A frantic search is underway for 72-year-old Francis Graham who vanished more than two weeks ago. Her boyfriend's son Arthur Dockery says they were kidnapped after they left a Wal-Mart in Maryville, Tennessee but he was lucky enough to escape without harm. He joins us live on the phone, welcome Arthur.


VAN SUSTEREN: So, Arthur, how are you doing after this experience?

DOCKERY: Well, I've just been to the chiropractor today and I'm still kind of stiff from that but I'm feeling a lot better now that I'm home.

VAN SUSTEREN: All right. Take me back to September 18th. What happened?

DOCKERY: Well, we were pulled over by what I thought were police and they took Francis in one van and they put me in another van and I haven't seen her since then. Like I say, I thought they were police but I found out later they were not.

VAN SUSTEREN: Why did you think they were police?

DOCKERY: They were dressed like police.

VAN SUSTEREN: What were the vans like?

DOCKERY: They were a light beige. The one that Francis is in is one with a Tennessee license plate and the other one was also a light beige and I believe it was an Arkansas plate but I'm not sure.

VAN SUSTEREN: All right, has there been any sort of ransom or call about Francis since the 18th?

DOCKERY: No, there hasn't.

VAN SUSTEREN: All right, so you were separated into two vans. How many people were in your van with you?


VAN SUSTEREN: Two -- a driver and a passenger and you is that right?

DOCKERY: I only saw one of them. I believe they were two women. I only saw one of them. The other one I heard her talking so I could tell by her voice she was a woman.

VAN SUSTEREN: All right, so your kidnappers are women?


VAN SUSTEREN: So, for four days where were you?

DOCKERY: I was just left in the back of the van.


DOCKERY: Yes, they did give me a sandwich once in a while but that was it, just a little sandwich and water.

VAN SUSTEREN: And you never left the van in four days?


VAN SUSTEREN: What about if you had to use the bathroom? What happened then?

DOCKERY: They had a little thing in the corner for me to use.

VAN SUSTEREN: Did they ever talk to you?

DOCKERY: Yes, they did.

VAN SUSTEREN: What did they say to you?

DOCKERY: Well, at first they were questioning me, asking me whether I was involved with the supposed shoplifting that they accused Francis of.

VAN SUSTEREN: And I mean what shoplifting? What was that all about?

DOCKERY: I don't know. They didn't emphasize on what it was about. They didn't say what she was supposed to have stolen but she's not the type of person to steal anything.

VAN SUSTEREN: Were you restrained in any way?

DOCKERY: Only from time to time, not the whole time.

VAN SUSTEREN: Is there any reason why during that four days you couldn't just hop out and run?

DOCKERY: Well, we were driving around most of the time and sometimes when we were stopped I was either sleeping or just afraid to do anything because they were still there.

VAN SUSTEREN: With two people was it like non-stop driving or did they pull over to sleep?

DOCKERY: Well, I really can't tell for sure because, you know, sometimes we were stopped but not for very long and the one woman came in the back of the van occasionally and abused me once in a while.

VAN SUSTEREN: Abused you in what way? You don't have to get too graphic but I mean give us an idea.

DOCKERY: Well, once she did hurt my back very badly and I really don't want to talk about the other parts.

VAN SUSTEREN: How many times did you stop for gasoline?

DOCKERY: I don't really know.

VAN SUSTEREN: More than once?

DOCKERY: I really couldn't tell.

VAN SUSTEREN: Any idea where Francis Graham is tonight, Arthur?

DOCKERY: No, I don't.

VAN SUSTEREN: Arthur, why would someone want to do this to Frances?

DOCKERY: I don't know.

VAN SUSTEREN: Do you have any clue about the people who took her?

DOCKERY: Well, I know there were two men that were in the van that took her. That was the last time I saw her when she went in their van and I was in the other van behind it.

VAN SUSTEREN: All right, Arthur, we're going to continue to follow this to help you find Francis Graham, so we're going to have you come back. Will you come back, Arthur?

DOCKERY: Yes, thank you very much for getting her picture on a nationwide screen.

VAN SUSTEREN: OK, great, thank you Arthur.

Watch "On the Record" weeknights at 10 p.m. ET

Copy: Content and Programming Copyright 2005 Fox News Network, LLC. ALL RIGHTS RESERVED. Transcription Copyright 2005 Voxant, Inc., which takes sole responsibility for the accuracy of the transcription. ALL RIGHTS RESERVED. No license is granted to the user of this material except for the user's personal or internal use and, in such case, only one copy may be printed, nor shall user use any material for commercial purposes or in any fashion that may infringe upon Fox News Network, LLC'S and Voxant, Inc.'s copyrights or other proprietary rights or interests in the material. This is not a legal transcript for purposes of litigation.