PUEBLO, Colo. -- The fugitive sister shot by police in Colorado after a nationwide manhunt told police she "deserved to get shot" because she had pointed a gun at a police officer, but that she and her two brothers "weren't trying to hurt anyone," according to a court document released Thursday.

Lee Grace E. Dougherty, 29, Ryan Edward Dougherty, 21, and half-brother Dylan Dougherty Stanley, 26, were taken into custody after a high-speed chase and shootout on Wednesday.

They are currently being held in Pueblo County on $1.25 million bond each.

An attorney for the trio, a public defender, waived their advisement hearing on Thursday, so the siblings did not appear in court via a closed-circuit camera.

They face charges of attempted murder of a peace officer and assault on a peace officer. The charges stem from allegations that they shot at authorities in Colorado. They are also facing charges in Florida and Georgia.

The bond on the assault charges was set at $250,000 each. The bond on the attempted murder charges was set at $1 million each.

Their next court appearance was set for Aug. 15 at 10 a.m.

Court Documents: Lee Grace Says They Weren't Trying To Hurt Anyone

Lee Grace was shot in the leg by Walsenburg, Colo., Police Chief James Chamberlain after she pointed a machine gun at him, according to the affidavit. The document says she later told police, "I deserved to get shot."

She told an FBI agent that the shootout -- which stretched for 20 miles along Interstate 25 -- was a defensive move.

"We weren't trying to hurt anyone, we just wanted to get them back. They were way back and we could barely see them. We were getting shot at ... then we wrecked," Lee Grace said, according to the arrest affidavit.

However, the Colorado State Patrol said no shots were fired at the Doughertys' car and that they may have mistaken the sounds of the stop sticks deflating their tires as gunshots, according to the arrest affidavit.

Several AK-47 rounds were fired at the three CSP cars and one Pueblo County Sheriff's vehicle during the pursuit, said Lt. Col. Anthony Padilla of the Colorado State Patrol.

Troopers said said during the pursuit, which at times exceeded 120 mph, they could hear gunfire and could see "a weapon being fired out of the right side of the car."

At time, the Doughertys' vehicle even drove on the right shoulder to pass vehicles, according to the affidavit.

Once the car crashed, Lee Grace scrambled out and was going over a guard rail with a machine pistol in her hand, when Chamberlain ordered her to drop her weapon, the affidavit said.

She was seen trying to "work the action on the pistol" and pointed her weapon directly at him, the affidavit said.

That's when Chamberlain fired his .40 caliber weapon and struck her in the right upper thigh, causing her to fall to the ground.

"I let go of the gun" and the "pain was all through my body," she told the FBI.

Ryan ran off and Dylan stayed in the car and was arrested without incident.

When questioned by authorities, Lee Grace said "Well, I didn't shoot anyone." (I) didn't shoot at any cop in the state of Colorado," and that her brother Ryan was driving and "a person can't drive and shoot at the same time."

She didn't say if that meant that Dylan was the one who fired at officers with an AK-47 assault rifle.

Authorities recovered a MAC-11 machine pistol, two AK-47 assault rifles and a handgun at the crime scene, according to the affidavit.

The Chase

The Doughertys were first spotted in Colorado on Tuesday. Investigators believe the trio may have purchased a tent at an REI sporting goods store at 1376 E. Woodmen Road in Colorado Springs around 1:30 p.m. Tuesday and one of them may gone into a Walmart in Canon City that night to buy ammunition for an AK-47.

On Wednesday, witnesses spotted the suspects near Colorado City and called 911, said Colorado State Patrol Trooper Heather Cobler. Sightings of the suspects' vehicle were reported at a campground on Highway 165. Troopers said that when law enforcement reached the campground, the suspects had already left.

A short time later, a Pueblo County sheriff's Deputy Robbie Newsome saw the vehicle at a gas station near exit 74 on I-25 near Colorado City. He discreetly followed them until state troopers could join in the chase.

Officials said the suspects fled around 9:30 a.m. when they noticed that CSP troopers trying to stop them.

In Walsenburg, an off-duty trooper working at a construction site heard about the chase coming his way and he deployed spiked stop strips across the interstate.

A tire was punctured on the Doughertys' Subaru, sending it rolling and crashing into a guardrail.

Lee Grace and Dylan were taken into custody immediately, according to the arrest affidavit.

Ryan ran off and was eventually detained by construction workers working at a nearby site, authorities said.

Construction Workers Capture One Suspect

Three witnesses told a 7NEWS crew that they were working on a construction site near the crash when they noticed a man they believed was the third suspect hiding in some bushes. Two of the men said they chased Ryan on foot for about a quarter-mile before he turned on them and brandished what appeared to be a gun.

The witnesses said they dropped to the ground, but soon realized Ryan was simulating a gun with his hands.

"He turned around and pointed like he had a gun at us and said, 'You know, get back!'" said witness Shane Zibinski. "So that's when the two of us kind of got down. Then we actually noticed that it was just his hands."

"When we got him down in that creek bed there, we kind of got in a little scuffle with him, getting him down to the ground," said witness Dave Vucetich. "He finally gave up then. We walked him back up to the highway."

They held the suspect until law enforcement arrived. The witnesses said Ryan had injuries to one of his shoulders. They believed he was hurt in the crash -- not from any gunshots.

Dave Dallaguardia said he had no idea he was chasing one of the Dougherty siblings and his wife later scolded him for pursuing him. He said he and his co-workers came from small, blue-collar towns.

"If you need to lend a hand, you lend a hand and help people out," Dallaguardia said.

Crime Spree

The Dougherty siblings have been on the run since Aug. 2, when police said they fired 20 shots at a Florida police officer attempting to pull over their white Subaru Impreza for speeding.

"At first it was like, 'Wow, you know, they're shooting at me.' And then it turned to, 'I just want to catch them before they hurt anybody,'" Zephyrhills, Fla., police officer Kevin Widner said of the confrontation.

Five hours later, the trio, wearing masks, robbed a bank in Valdosta, Ga., police said. One of them fired an AK-47 rifle into the ceiling as they walked through the front door. Another was armed with some type of machine gun, while the third collected the cash, police said.

Ryan, a convicted sex offender, has 14 previous felonies on his record and was accused of sending hundreds of explicit text messages to an 11-year-old girl he had met online. Dylan has arrests for marijuana-possession.

Lee Grace worked as a stripper at a club called Cheaters and had been arrested for five felonies, including battery and hit-and-run, and six misdemeanor offenses.

On her profile on the photo sharing website Flickr.com, Lee Grace wrote: "I love to farm and shoot guys and wreck cars. I'm a redneck and proud of it. I like milk and German engineering and causing mayhem with my siblings."

Dubbed the Dougherty Gang, the two brothers and sister were the subject of a national manhunt, listed on the FBI's Most Wanted List and defined as heavily armed and extremely dangerous.

"These individuals were armed. They'd fired upon police officers in the state of Florida. We knew we were dealing with some very dangerous individuals," Padilla said.

Authorities are still investigating how the trio got from Georgia to Colorado and where they were going. FBI agent Phil Niedringhaus couldn't say why they came to Colorado other than to say it was "a poor choice."

Pasco County, Fla., Sheriff Chris Nocco called the siblings "very, very dangerous people" and said their capture was a big relief and a sign that law enforcement has won.

Trio's Mother Talks

Their mother, Barbara Bell of East Palatka, Fla., spoke briefly Thursday to The Associated Press but declined to discuss their ordeal, saying she didn't think it would help them in the long run.

"Thank God they're not tried by the media," she said. "They're tried in a court of law and their story will come out at that time."

Bell hung up the phone shortly after a reporter called, saying she needed to keep the line open for concerned family members to reach her.

"I'm devastated and I'm trying to be strong for other family members," Bell said. "Throughout all of this, I think everybody just wanted it to stop. And now it's over."

Which Jurisdiction Will Try Them First?

FBI spokesman Dave Joly said it's not clear who would get their first shot at trying the trio. However, there was no word on extradition on Thursday.

The siblings also have no-bond warrants in Georgia and Florida.

"These three have a big legal mess in front of them, and at some point they'll face charges in all those jurisdictions," said Niedringhaus.

Pueblo County Prosecutor Bill Thiebaut said his office is pursuing the case.

"Our community needs a chance in the justice system to remedy that," he said.

Read about more out-of-state fugitives arrested in Colorado over the years.