DAUGHTER PLEADING WITH HIM TO STOP. SHE'S LIVE IN THE DOWNTOWN NEWSROOM, AND YOU SAID IT YOURSELF, THE RECORDINGS WERE VERY HARD TO LISTEN TO AND HEARTBREAKING. >> YES, AND THE ACCOUNT OF THESE KILLINGS IS DIFFICULT TO HEAR, WE WANT TO WARN YOU. WE'RE NOT SHARING EVERYTHING. WATTS ONLY OPENED UP KNOWING THE CASE IS CLOSED. HE ORIGINALLY GAVE POLICE A TOTALLY DIFFERENT STORY, AND IT WAS ONLY A SHORT AMOUNT OF TIME IN THE FIVE-HOUR INTERVIEW HE GOT EMOTIONAL. HIS VOICE STARTED CRACKING TALKING ABOUT HIS 4-YEAR-OLD DAUGHTER'S FINAL WORDS. >> I HEAR THAT EVERY DAY. SHE SAID DADDY, NO. >> REPORTER: THE MURDEROUS RAMPAGE WHERE HE KILLED HIS ENTIRE FAMILY AND UNBORN SON STARTED IN THE MASTER BEDROOM. HIS PREGNANT WIFE SHANANN BRINGING UP THE AFFAIR HE WAS HAVING. SHE THREATENED TO TAKE AWAY THE KIDS, AND HE RESPONDED BY PHYSICALLY SILENCED HER. >> I DON'T EVEN KNOW THE FORCE I WAS PUTTING ON HER NECK. >> REPORTER: AFTERWARD THE OLDEST CHILD BELLA WALKED INTO THE ROOM. >> SHE HAD HER BLANKET WITH HER AND SHE SAID WHAT'S WRONG WITH MOMMY? >> REPORTER: THE CHILD WAS FOLLOWING HIM AROUND THE HOUSE AS HE WAS DRAGGING SHANANN'S BODY INTO THE PICKUP TRUCK. HE THEN PLACED BELLA AND 3-YEAR-OLD CECE IN THE VEHICLE. HE DROVE THEM TO THE JOB SITE AND KILLED THE GIRLS. THIS WAS MONTHS AFTER WATTS PLEADED GUILTY TO THE MURDERS AND SENTENCED TO LIFE IN PRISON. HIS FORMER IN-LAWS GIVING SOBERING IMPACT STATEMENTS. >> I HAVE NO IDEA WHO GAVE YOU THE RIGHT TO TAKE THEIR LIVES, BUT I KNOW GOD AND HIS MIGHTY ANGELS WERE THERE TO BRING THEM HOME TO PARADISE. >> REPORTER: HE WAS ASKED REPEATEDLY DURING THE INTERVIEW WHY HE DID THIS AND CHOSE TO ANNIHILATE HIS ENTIRE FAMILY. HE WAS NEVER ABLE TO GIVE A REAL ANSWER. >> I WASN'T COHERENT ENOUGH TO MAKE THAT DECISION TO KILL MY GIRLS. NO FATHER WOULD WANT TO HURT HIS BLOOD AND FLESH, AND I DID THAT, BUT I DON'T UNDERSTAND HOW IT HAPPENED. >> AFTER WATTS WAS ARRESTED AND JAILED HE WAS PLACED ON SUICIDE WATCH. HE SAID READING NOVELS, SPECIFICALLY A MURDER MYSTERY BOOK HELPED CALM
