NEW : Prayer vigil held in Oak Creek . Wade Michael Page was not subject of FBI probe , law enforcement official says . According to witnesses , the gunman started shooting in the parking lot , killing at least one person . Comment: Researcher says Page told him about identifying with neo-Nazis .
NEW : Prayer vigil held in Oak Creek . Wade Michael Page was not subject of FBI probe , law enforcement official says . Comment: Researcher says Page told him about identifying with neo-Nazis .