Nicholas Berg's family has e-mails from a US diplomatic official in Iraq saying the US military had detained him there. Government officials have said Berg -- who was later beheaded -- was held by Iraqi police and was never in the custody of American forces. Berg's relatives say his detention set up the circumstances that contributed to his death. The family showed The Associated Press an April first e-mail from Beth Payne, the US consular officer in Iraq. She wrote that he was "being detained by the US military in Mosul." She also said he was safe and she would try to get a contact person for the parents. Berg's brother says the government should come clean about contacts with the American civilian before he died.