He got in his car and drove to the nearby convenience store, where he spotted a state trooper's vehicle and a man lying in the road.
Cox instantly called 911 and tried to help the fallen trooper.
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"I told him everything will be OK. It will be fine. He would make it through this," Cox said. "A truck driver stopped. Turned out he worked with military EMTs. The trooper was still gasping for air. He was still breathing and still had a good pulse. Then the sheriff showed up."
Cox told ABC11 that he, like the slain trooper Kevin Conner, is married and a father of two children. He said he's slept very little because of what he witnessed.
"I've seen him around, you know, small county," Cox said. "Everybody tells me he was a nice guy. It puts a burden on me, but I'm glad they caught the guy. That helps me out a little bit."