Ikram Ul-Majeed Sehgal, managing director of the Pathfinder Group, which provides security to the U.S. Embassy in Islamabad and several major western media outlets, told NEWSWEEK that Pearl called him on January 16 or 17 and asked, “‘Can you give me any contacts to meet somebody in organized crime.’ He didn’t say why.” Sehgal said he told Pearl that he didn’t know anyone involved in Pakistan’s criminal underground and couldn’t help him with his request.

Pakistani police say they are now investigating the possibility that organized crime groups might be connected in some way to Pearl’s disappearance. “We are keeping all options open,” said Mukhtar Ahmad Sheik, chief of security in Sindh province. “The list of suspects ranges from religious extremists to gangs of criminals.”

Some investigators say they still believe that Islamic extremists are the most likely suspects in Pearl’s abduction. Pearl–who was also investigating alleged “shoe bomber” Richard Reid–had apparently planned to meet Sheik Mubarak Ali Gilani, the leader of a violent, fiercely anti-Semitic Islamist faction called Tanzimul Fuqr (The Party of Poor) at the time of his abduction on Jan. 23. Gilani’s group reportedly had ties to Reid, who tried to blow up an American Airlines plane at in December. Gilani was arrested last week and remains in custody.

Sehgal said he first met Pearl when his security company supplied the Bombay-based reporter with a bodyguard and car shortly after he arrived in Pakistan following the September 11 terror attacks. Sehgal also advised him to keep to open, public places while reporting. But in recent months Pearl, like many Western reporters, had stopped using bodyguards, Sehgal said.

Still, Pearl continued to use Sehgal as a sounding board and source on his reporting, occasionally coming by Sehgal’s office to read “threat assessments” on Pakistani religious and radical groups prepared by Pathfinder’s subsidiary, Security & Management Services, for its clients. Pearl also quoted Sehgal’s views in several of his Wall Street Journal reports written from the region.

“Danny would ring me up from time to time, or come and see me before and after his reporting trips,” Sehgal said. The mid-January phone call, which lasted only about a minute, was their last conversation, he said. “I was a little concerned about what he was getting into,” Sehgal said in an interview at the World Economic Forum in New York, which he was attending. “I told him, ‘be careful.’”

Steven Goldstein, a spokesman for Dow Jones & Co., which owns The Wall Street Journal, said the newspaper was not commenting about the nature of Pearl’s reporting.