Raleigh, N.C. — A man walking less than a half-mile away from where a pregnant newspaper carrier was found slain last week panicked when he found a bloody knife and threw it over a fence, WRAL has learned.

Sources said the man found the knife while walking along Lake Wheeler Road sometime Thursday, the same day police found the body of 22-year-old Jennifer Kathleen "Jenna" Nielsen behind the AmeriKing Food Mart.

The man, who is a resident of The Healing Place of Wake County, a program for homeless substance abusers, later went to police with the information, sources said.

Raleigh police, however, will not confirm whether investigators have recovered a knife or any weapon in the case. They have also refused to disclose to the media how Nielsen died.

Photos from WRAL's Sky 5, which flew over the convenience store Thursday morning, however, show a bloody crime scene.

Citing privacy concerns, Dennis Parnell, the director of The Healing Place, would not talk about the incident but said officials there are fully cooperating with authorities.

"We're all about responsibility here," Parnell, said. "If there's somebody who's committed a crime, particularly a heinous crime, we want to do everything we can to help get that person off the street."

A woman who works as an office manager nearby where the knife was found said she helped investigators retrieve the weapon from a fenced-in property.

"We cooperated with the detectives," she said, based on the condition of anonymity. "Whatever they needed, we responded to them and gave them what they wanted."

A mother of two, Nielsen, of Fuquay-Varina, was eight months pregnant with her third child. She was on her early morning route to restock USA Today newspaper boxes when she was killed, police said.

Police have described the slaying as a random act and have said they want to identify a man seen near the convenience store in the pre-dawn hours Thursday.

He is described as being in the late teens or early 20s, standing about 5 feet, 3 inches tall and weighing about 120 pounds. He had black hair pulled into a ponytail and wore a dark-colored sleeveless shirt and baggy denim shorts.

Anyone with information about the case should contact the Raleigh Police Department's tip line at 919-227-6220.

Police said Monday that they have received many leads via the tip line.

Parnell said there is no indication that any residents from The Healing Place is connected to Nielsen's death.

A composite released Friday evening, he said, does not fit the description of anyone there. And residents must follow strict rules, including a 10 p.m. to 7 a.m. curfew.

Given the nature of his organization and its proximity to the crime scene, Parnell said it is a natural question and that he and his staff will continue to cooperate with authorities in any way necessary.

"We emphasize responsibility here, and people's responsibility to society," he said. "Therefore, we cooperate within federal laws and guidelines of laws as best we can with the police department."