From the minute FBI Special Agent Thomas A. Cottone Jr. saw Walter K. Carlson, he suspected that something wasn't quite right about the decorated war hero. The two men met at a Washington Township, N.J., funeral service for Marine Second Lt. John Thomas Wroblewski, 25 years old, killed in Iraq in last spring. "Thousands of people were there, but when that captain walked past me wearing the Navy Cross and a chest full of medals and ribbons," Mr. Cottone says, "I whispered to my friend, something is wrong with that guy." Mr. Cottone, whose duties at the Federal Bureau of...