At a court hearing, District Attorney Robert Owens Jr. said Alan Eugene Miller made the comment as he shot Terry Jarvis to death at the Post Airgas Co. on Thursday.
The prosecutor gave a brief description of the killings as a judge ordered Miller held without bond. Miller, clad in an orange jumpsuit with his arms and legs shackled, sat and nodded at times, giving only brief "yes" and "yes, sir" responses to the court.
The 34 year-old is charged in the shooting deaths of two of his co-workers at Ferguson Enterprises and Jarvis at Post Airgas, a company where he had previously worked.
The district attorney said Miller entered the unlocked Ferguson building with a gun Thursday morning and first met Lee Holdbrooks. "As a result of whatever was said, shots were fired," Owens said. Holdbrooks was killed by numerous shots to the chest and one to the head.
Owens said Miller then went down a hall and shot Christopher Yancy, to death, then ran out of the building as another employee entered, saw the gun and said, "Don't shoot me. I haven't done anything."
CBS News Correspondent Randall Pinkston reports it took four policemen and four sets of handcuffs to subdue Miller on the side of an Alabama highway after they spotted his car and pulled him over. He has been charged with three counts of capital murder.
A Look at Recent Workplace
Ricky Williams and his wife, Sherrie, stood on their front porch, watching the spectacle, saying they were surprised by what they were hearing about their neighbor of some five years.
"They've always been real nice," Mrs. Williams said. "He doesn't strike you as a fellow who would do something like they say he has done."
But Allen Shaffer Sr., a neighbor on the other side of the Millers, down the hill and across a barbed wire fence from their wooded yard, had a different opinion.
"I'll be honest with you. We didn't get along," Shaffer aid. "I really don't know him personally. The only dealings I had with him was land disputes."
The shooting comes one week to the day after day trader Mark O. Barton shot and killed nine people in Atlanta.
After a citywide memorial service for the victims Wednesday, Atlanta mayor Bill Campbell made an eerie prediction. "Whether it's in Colorado or here in Atlanta, or places in between, unless we identify and get help, I fear this will happen again."
One day later and only three hours west of Atlanta, his words rang true. The Alabama incident marks the 20th workplace mass shooting in the U.S. since 1986. A total of 115 people have been murdered so far. In each case the killer was angry, alone and armed.