he was devastated by it. >> i think david madsen came to symbolize all the rejection that cunanan hadad those last few years. >> reporter: after allegedly holding madsen hostage for two days, cunanan drove him outside minneapolis to an isolated lake. >> david madsen was marched out on the banks of that lake and shot three times. once in the back, twice in the head. >> reporter: cunanan left minnesota, beginning a cross-country killing spree, murdering two more men along the way. almost immediately investigators put together the pieces and began a nationwide manhunt. >> every time a serial killer gets away with murdering someone they feel more and more invincible and godlike. "i can kill anyone." >> reporter: the first big break, cunanan was using a stolen car phone during his getaway. >> the cops are beginning to track him because it's pinging off of cell towers. >> they had tracked him as far as philadelphia. and it got leaked to the press. >> they presume andrew cunanan has used the car phone in the lexus twice in the past 24 hours. >> unfortunately, he heard it on the news radio th