Wells, 46, uttered those words Thursday, in what proved to be the final moments of his life. A videotape caught his faint voice begging for help.
Police had just cuffed Wells as a bank robbery suspect when he told them a bomb was tied to his body, reports CBS News Correspondent Mika Brzezinski.
"Why is nobody trying to come get this thing off me?" Wells said.
A desperate Wells was shouting to police that someone had strapped a bomb around his neck, and that time was running out.
"He pulled a key out and started a timer. I heard the thing ticking when he did it," police said.
And before the bomb squad arrived, the bomb detonated, killing him.
The FBI is investigating this bizarre chain of events which started last Thursday when somebody placed an order for a pizza delivery.
Wells delivered the pie to a remote spot near a television tower at the end of a dirt road.
Twenty minutes later, Wells walked into a local bank with a bulge under his t-shirt and a note demanding cash.
Once the teller gave it to him, Wells drove off and cops pulled him over just a few blocks away.
"I think there is a possibility of up to 80 percent that this individual is innocent," said Professor Robert Heibel, a retired FBI agent.
Heibel said Wells likely was set up, a tactic more common to drug runners or terrorists than bank robbers.
"He was being threatened that if he didn't rob the bank, once they hung that device around his neck let's say, then he becomes their patsy," Heibel said. "There are a number of ways they could have convinced him that it is a live device and from there on he is really at their mercy."
Adding to the mystery, a friend and co-worker of Wells turned up dead three days later.
An autopsy was done on the second man, Robert Pinnetti, to see if there is any connection between the two deaths.
The FBI is analyzing handwriting from the bank robbery notes as well as the bomb itself, to try and solve this mystery.