( CNN ) -- A self-help expert said Tuesday that he has hired his own investigators to determine what happened at his Arizona retreat last week , when two people died after spending considerable time in a sweat lodge . Self-help author James Arthur Ray has hired investigators to investigate two deaths at an Arizona sweat lodge . Tuesday 's tearful speech before about 200 supporters was the first time that best-selling self-help author James Arthur Ray had publicly discussed the case . Authorities said James Shore of Milwaukee , Wisconsin , and Kirby Brown of Westtown , New York , died Friday at the Angel Valley Resort after spending up to two hours in the sauna-like sweat lodge . Nineteen others were treated for injuries . `` I have no idea what happened . We 'll figure it out , '' Ray said , adding that he had hired investigators . `` I 've lost people I love and really care about . '' Police are also investigating the incident at the central Arizona resort , located in a secluded valley 20 minutes from Sedona . Ray is the author of the best-selling book `` Harmonic Wealth : The Secret of Attracting the Life You Want . '' Ray , described on his Web site as a `` personal success strategist , '' has appeared on CNN 's `` Larry King Live '' and the `` Oprah Winfrey Show , '' and is featured in the self-empowerment film `` The Secret . '' On Tuesday , Ray told the crowd that he is struggling with the deaths . `` These are challenging times , '' he said . `` I 've faced many ; none like this . I do n't know how to deal with it really . '' The use of sweat lodges for spiritual and physical cleansing is a part of several Native American tribes ' cultures . A traditional Native American sweat lodge is a small dome-like structure made up of willow branches carefully tied together and covered in canvas . Rocks are heated in a nearby fire pit and placed inside the lodge , and water is poured over them to create steam . CNN 's Sara Weisfeldt contributed to this report .
James Arthur Ray says he asked investigators to look into sweat lodge ##s . Two dead , two injured at Ray 's lodge meant to provide for spiritual retreat . Ray : ` ` I have no idea what happened ''