The FBI conducted a search Wednesday inside the Colorado home of a man reported to be under surveillance for possible links to al-Qaida.

Federal officials say they executed a search warrant on Najibullah Zazi's suburban Denver home. Several boxes of evidence were recovered and agents escorted a man and three women from the apartment.

This latest raid comes days after authorities searched at least three homes in Queens that they say Zazi, seen right, had recently visited.

Officials say documents were removed, but no arrests were made.

Zazi tells the Associated Press that authorities stopped and searched his rental car on the George Washington Bridge, then let him go.

His lawyer, Art Folsom, says Zazi is innocent.

"He is not a terrorist. He is by no means a terrorist. He traveled to New York, he saw friends while he was there," said Folsom. "The authorities contacted him and they searched him and found nothing at all, including after searching his car, to have any reason to detain him or ask him any questions."

Earlier today, FBI Director Robert Mueller told the Senate Judiciary Committee the case did not pose any real danger to the public.

Police Commissioner Ray Kelly also assured New Yorkers they are safe.

"We're the best protected city in world. There are no guarantees, but we live in a dangerous world, certainly 9/11 showed that to us, and we can see developments throughout the world that underscore that but we are doing more than any place else and we'll continue to do that," Kelly said.

However, local authorities have been urged to keep an eye out for materials that could be used to make homemade explosives, as well as people with burn marks on their hands, face or arms.

A relative of Zazi tells the Associated Press he moved to the U.S. at an early age, but was born in Pakistan and visited there recently.

Zazi grew up in Queens and only recently moved to Colorado to help his father with his business.