(CNN) -- Just before she and her two brothers were captured after a manhunt lasting more than a week, Lee Grace Dougherty pointed her machine pistol at a Colorado police chief, but the chief fired his .40-caliber handgun first, wounding her in the right upper thigh, according to an investigator's affidavits released Thursday. 
 
 "I pointed the gun at the cop," Dougherty told the FBI and Colorado Bureau of Investigation agent Christian L. Mohr. 
 
 "I deserved to get shot," Dougherty, 29, told authorities, according to Mohr's affidavit. "The cop said drop the gun." 
 
 Southeast's Daugherty siblings caught in Colorado 
 
 When she was shot, "instantly, I let go of the gun," Dougherty told the FBI. "The pain was all through my body." 
 
 The cop who wounded her was Walsenburg, Colorado, Police Chief James Chamberlain, according to the documents. 
 
 Thursday's release of the investigator's affidavits -- filed in support of the siblings' arrests -- provided new details about the moments leading up to authorities' capture of the three Dougherty siblings Wednesday. The FBI and other law agencies conducted a multistate dragnet for the trio for more than a week. 
 
 The three siblings, arrested Wednesday after a high-speed chase by police resulted in the crash of the Doughertys' vehicle on a rural Colorado highway, had their first court hearing Thursday in Pueblo, but the three waived their right to appear, according to CNN affiliates KGTV and KUSA. 
 
 A public defender represented them in their absence, according to the CNN affiliates. 
 
 Lee Grace Dougherty, brother Ryan Edward Dougherty, 21, and half-brother Dylan Dougherty Stanley, 26, face numerous charges. 
 
 The three were wanted in an armed bank robbery in Georgia and were suspects in the attempted murder of a Florida police officer. Both incidents occurred August 2. 
 
 Bond was set Thursday at $1.25 million for each of them, according to CNN affiliate KUSA. Their next court hearing is August 15, in Pueblo. 
 
 During a high-speed chase before their car crashed, Ryan Dougherty was behind the wheel, and Dylan Dougherty Stanley was firing an AK-47 at pursuing officers and their vehicles, Lee Grace Dougherty told authorities, according to a second affidavit filed by Mohr. 
 
 "We weren't trying to hurt anyone; we just wanted them to get back," Lee Grace Dougherty told investigators after her arrest. "They were way back, and we could barely see them. We were getting shot at, then we wrecked." 
 
 Mohr inserted a note in his affidavit saying that police never fired upon the Doughertys: "No shots were fired at the vehicle and she may have mistaken the sounds of the tire deflation device they ran over." 
 
 She told investigators that she "didn't shoot at any cop in the state of Colorado," according to Mohr's affidavit. 
 
 In the Florida incident, the Doughertys successfully eluded police after the officer's car tire was shot out from one of the many rounds fired from the Dougherty's stolen car, authorities said. 
 
 But the Doughertys couldn't elude authorities in Colorado. Their car crashed into a highway guardrail during a chase that reached up to 120 miles per hour, the affidavits said. 
 
 One brother stayed in the car. Another brother stumbled off through the brush to a couple of nearby businesses, only to be picked up by law enforcement officers after a citizen spotted him, authorities told CNN. 
 
 Authorities recovered two assault rifles, a submachine gun and a handgun at the crash scene, the affidavits said. 
 
 Colorado authorities said the trio spent Tuesday night in the San Isabel National Forest, about 10 to 12 miles west of Colorado City. 
 
 Their fugitive run ended Wednesday morning on Interstate 25 between Colorado City and the town of Walsenburg, authorities said. 
 
 CNN's Deanna Proeller contributed to this report. ||||| PUEBLO, Colo. -- Three siblings accused in a cross-country crime spree face charges of attempted first degree murder of a peace officer in the chase, shootout and crash that ended their run from the law in southern Colorado Wednesday. 
 
 
 
 Ryan Dougherty, 21, Dylan Dougherty Stanley, 26 and Lee Grace Dougherty, 29, waived their rights to a formal advisement in Pueblo County Court Thursday. 
 
 
 
 Another court date was set for Aug. 15. 
 
 Each is being held on $1.25 million bond. 
 
 
 
 According to the arrest affidavits, Dylan Dougherty fired at law enforcement officers with an AK-47 assault rifle as his half-brother, Ryan, drove their white Subaru Impreza on southbound I-25 at speeds approaching 125 miles an hour. 
 
 
 
 “We weren’t trying to hurt anyone,” Lee Grace Dougherty told authorities after her arrest, according to the affidavit. “We just wanted them to get back.” 
 
 
 
 The Doughertys' vehicle crashed at Exit 52 in Huerfano County at which point the trio tried to flee on foot. 
 
 (View photos from the crash scene, arrests & Lee Dougherty on Flickr) 
 
 
 
 Lee Grace Dougherty, according to the affidavit, ran into a field armed with a “machine pistol” and was pursued by Walsenburg Police Chief James Chamberlain. 
 
 
 
 “He identified himself and ordered Lee Grace to drop the weapon, and she failed to comply with his commands,” the document states. “Instead...Lee Grace stopped, attempted to work the action on the pistol, and pointed the weapon directly at him.” 
 
 
 
 Chamberlain fired his .40 caliber handgun, striking Dougherty in the right upper thigh. She fell to the ground, dropped her weapon, and was taken into custody. 
 
 
 
 “I pointed the gun at the cop,” she told authorities. “I deserved to get shot.” 
 
 The Dougherty siblings had been on the run since last Tuesday when they allegedly fired shots at a law enforcement officer who attempted to pull over their vehicle in Florida. 
 
 
 
 They later robbed a bank in Valdosta, Georgia, according to theFBI. 
 
 
 
 Ryan Dougherty was sentenced last Monday in Volusia County, Florida, to 10 years' probation and two years of community control monitoring for sending sexually explicit text messages to an 11-year-old girl he met on MySpace.
– The female member of the fugitive siblings glorified as the Dougherty Gang doesn't sound too upset she caught a bullet in the thigh: "I pointed the gun at the cop," Lee Grace Dougherty told authorities, according to KMGH in Denver. "I deserved to get shot. The cop said drop the gun." The comments were revealed in court affidavits as she and brothers Ryan and Dylan made their first court appearances by video. They are each being held on $1.25 million bond and will eventually face a long list of charges from their cross-country dash. As for firing at pursuing Colorado troopers with an AK-47: "We weren't trying to hurt anyone, we just wanted them to get back," she told investigators. "They were way back, and we could barely see them. We were getting shot at, then we wrecked." An investigator inserted a note in the file saying police never fired at the car and suggesting that Dougherty confused the sound of the car running over spiked speed sticks with gunfire, notes CNN. She claimed she didn't do the shooting (at least in Colorado) and that Ryan was driving, and "a person can't drive and shoot at the same time." Which means big sis ever so tactfully pointed the finger at Dylan. (Click to read what mom thinks about the whole ordeal.)