The heartbroken family of a British man's murdered American wife and baby last night said they were "deeply saddened" and shocked by his arrest over the killings.

Family spokesman Joe Flaherty said it was "incomprehensible" how Rachel, who used to teach at a Worcestershire school, and baby Lillian's love and trust of Neil Entwistle could have been "betrayed in the ultimate act of violence".

Entwistle was remanded in custody last night on charges of killing the pair in what detectives say may have been a failed murder-suicide bid.

He was arrested in London and is accused of shooting his wife Mrs Entwistle in the head before turning the .22-calibre handgun on Lillian in a bed at their home in Hopkinton, Massachusetts.

"Rachel and Lily loved Neil very much," Mr Flaherty said. "Neil was a trusted husband and father and it is incomprehensible how that love and trust was betrayed in the ultimate act of violence.

"We are heartbroken at the loss to understand how this happened."

Entwistle's appearance at Bow Street Magistrates Court was the start of the process to extradite him to the US.

Entwistle, an unemployed computer programmer, left the US to stay with his parents in Worksop, Nottinghamshire, a day after the killings and the day before the bodies were found.

Mr Flaherty, speaking on behalf of Mrs Entwistle's mother and stepfather Priscilla and Joseph Matterazzo and other family members, said: "The family is deeply saddened at the arrest of Neil Entwistle for the murders of Rachel and Lilian Rose.

"They are very saddened and shocked. God didn't do this," Mr Flaherty said.

"There is evil among us. We've always been confident that the case will be solved and those responsible brought to justice."

Mr Flaherty would not comment on whether the family had suspected Entwistle would be arrested, or say how they felt about the fact that one of Mr Matterazzo's guns was used to carry out the killings.

But he added there was "never really closure in a case like this".

"Maybe it will bring them some peace and they're hoping justice will be served in this case," he said.

The extradition proceedings were adjourned until today when Entwistle will again appear before the London court.

Middlesex District Attorney Martha Coakley earlier told journalists in the US he had been having financial problems before the murders and had no apparent income to support his family.

She said a reporter's suggestion at the press conference in Cambridge, Massachusetts, that Entwistle was a "desperate man" was "not an unfair conclusion".

He has been linked in reports to a website offering what appeared to be get-rich-quick pyramid schemes.

As well as two counts of murder, the 27-year-old also faces accusations of illegal possession of a firearm and illegal possession of ammunition.

Ms Coakley said investigators believed Entwistle had carried out the murders with a gun he had taken from his father-in-law's collection, and later returned secretly.

Forensic evidence linked it to both Entwistle and his wife but she had never used it, she said.

Detectives believe the mother and baby were murdered on the morning of Friday January 20, and that Entwistle took a BA flight to London from Boston's Logan International Airport at 8.15am on the Saturday. He had managed to buy a ticket on the phone at 5am using a credit card.

The bodies were discovered by police on Sunday evening hidden from view by piles of fluffy blankets and duvets.

Officers had already looked in the room and spotted nothing the night before, after fears were raised by friends who had turned up for a dinner party and found the house apparently empty.