Anwar al-Awlaki was a radical Islamist turned double agent . He claims Islamist agency recruited him to work with PET . Denmark 's Ministry of Justice announced it would set up a supervisory board to oversee the Danish intelligence agency , without acknowledging Storm was the reason . CIA said it had nothing to do with Morten Storm operation .
Anwar al-Awlaki was a radical Islamist turned double agent . He claims Islamist agency recruited him to work with PET . CIA said it had nothing to do with Morten Storm operation .