In this courtroom sketch Drew Peterson, right, address the court and Judge Edward Burmila during Peterson's sentencing at the Will County Courthouse for the 2004 murder of his third wife Kathleen Savio Thursday, Feb. 21, 2013, in Joliet, Ill. Burmila sentenced Peterson to 38 years in prison. Will County States Attorney James W. Glasgow talks to reporters after Judge Edward Burmila rejected a defense retrial motion for Drew Peterson and then sentenced Peterson to 38 years in prison for the 2004 murder of his third wife Kathleen Savio Thursday, Feb. 21, 2013, in Joliet, Ill. Drew Peterson's defense team from left, Joseph Lopez, David Peilet, and Steve Greenberg, talk to reporters after Will County Judge Edward Burmila rejected their retrial motion for Peterson, and then sentencing Peterson to 38 years in prison for the 2004 murder of his third wife Kathleen Savio Thursday, Feb. 21, 2013, in Joliet, Ill. (AP) - Drew Peterson - the swaggering Chicago-area policeman who gained notoriety after his fourth wife vanished - lost his characteristic cool in court Thursday, screaming out his innocence before a judge sentenced him to 38 years in prison for the murder of a previous wife. I did not kill Kathleen! Peterson shouted, leaning into a courtroom microphone and emphasizing each of the five words. Without missing a beat, his dead wife's sister, Susan Doman, shouted back, "Yes, you did! You liar!" before the judge ordered sheriff's deputies to remove her from the courtroom. For years, Peterson had casually dismissed and even joked about suggestions he killed his third wife, Kathleen Savio, or that he was behind the disappearance of his fourth wife, Stacy Peterson. His sudden explosion of fury Thursday as he stepped up to address the judge who would sentence him for Savio's 2004 death left spectators gasping. Lead state prosecutor James Glasgow said it exposed the real Drew Peterson - the one more than capable of murder. "We all got an opportunity to see a psychopath reveal himself in open court," Glasgow told reporters shortly after Thursday's hearing. That shrill ... screech. ... That's the guy that killed Kathy. Judge Edward Burmila gave him four years' credit for time he has served since his 2009 arrest. After starting his statement with the startling scream, Peterson went on for 30 more minutes, continuing in mostly hushed tones, crying and trying to regain his composure at times. His voice quivered and his hands were shaking as he reached for a glass of water. I loved Kathy. She was a good mom," he said, tearing up. She did not deserve to die. But she died in an accident. Savio's death was initially ruled an accident, after neighbors found the 40-year-old aspiring nurse's body in a dry bathtub at home. It was Stacy Peterson's 2007 disappearance that prompted authorities to take another look at Savio's death and eventually reclassify it as an accident. Drew Peterson is also a suspect in the disappearance of Stacy Peterson - who was 23-years-old when she vanished - but he hasn't been charged in her case. Fascination nationwide with Drew Peterson arose from speculation he sought to use his law enforcement expertise to get away with murder. Jurors convicted him of Savio's murder in September. At times Thursday, Peterson seemed to wallow in self-pity, telling the judge, "I don't deserve this," and that "America should be outraged (by the injustice of his conviction), but nobody cares." Other times, he seethed, blaming prosecutors for what he called "the largest railroad job ever." He told Glasgow that the prosecutor could now celebrate because he had destroyed Peterson's life. Minutes later, Peterson challenged Glasgow to look him in the eyes. Glasgow, who had been taking notes, laid down his pen, folded his arms and looked straight back at Peterson. "Never forget what you've done here," Peterson said. Glasgow later told reporters about that moment, "I was thinking, 'You're a cold-blooded murderer and I'll stare you down until I die.'" Peterson had divorced Savio a year before her death. Before Thursday, Peterson had never publicly showed concern about the serious charges and the possible sentence he faced. The glib, cocky former police officer seemed to taunt authorities before his 2009 arrest, suggesting a "Win a Date With Drew Contest" and then, after his arrest, "Win a Conjugal Visit With Drew Contest." Savio's family members told the judge they hoped she was somehow watching Thursday's proceedings. "I hope ... she is watching his descent into hell," said Henry Savio Jr., the victim's brother. And he added about Drew Peterson, "I hope she is haunting him in his dreams." Sister Anna Doman said she couldn't help thinking about what her sister went through in the moments before she died: "The horror and the betrayal she felt when she realized that someone she had trusted and loved more than anything was killing her." Prosecutors had no physical evidence tying Peterson to Savio's death and no witnesses placing him at the scene - something Peterson alluded to in his statement. During last year's trial, they relied on typically barred hearsay - statements Savio made to others before she died and that Stacy Peterson made before she vanished. Illinois passed a hearsay law in 2008 tailored to Drew Peterson's case, dubbed "Drew's Law," which assisted in making some of the evidence admissible. Earlier Thursday, the judge denied a defense request to grant Drew Peterson a retrial. Peterson's current attorneys contended his former lead attorney, Joel Brodsky, botched the initial trial and had been the one to decide to call Smith to the stand. Brodsky stepped down from the defense team in November. Prosecutors suspect Peterson killed his fourth wife because she could finger him for Savio's death. Peterson's attorneys have said they might appeal all the way to the U.S. Supreme Court on grounds Illinois' hearsay law is unconstitutional.