Markoff bursts into his wife's study, where Johnny is touching the walls. Markoff says there is no evidence that the kidnappers even entered that room. Walt tries to convince Johnny to leave by clapping him on the shoulder, but this sets off a vision of Sarah reading Johnny Junior a book at home. Johnny shakes it off, then walks up and touches a Madonna (like Mary, not Madge) painting on the wall. Johnny sees himself as the kidnapper, complete with leather gloves and a stocking on his head. Johnny sees some wires being cut, and the glass in the patio door being removed. Then he sees Markoff Junior screaming and being carried off. Johnny snaps out of it and removes the painting from the wall to reveal a paper underneath. There are letters glued to the paper in classic ransom-note style. Johnny reads aloud, "Yea, though I walk through the valley of the shadow of death, I will fear no evil for thou art with me. Thy rod and thy staff, they comfort me." At this point, I totally suspected that the mother was involved, because why haven't we seen her? And the note was found in her study, which they made a big point of mentioning.
At the police station, someone hands the message to the FBI lady, who says they'll send it off for testing and try to match the fingerprints. I thought the kidnapper was wearing gloves? Johnny asks if he can touch the message. FBI Lady says they don't touch evidence, and if the kidnapper is in their system, they'll have a match in two hours. Johnny nods. Walt walks up and says that Johnny could have an answer for them in two seconds. FBI Lady considers and allows Johnny to touch it. Johnny immediately tells her that the fingerprints on the paper don't belong to the kidnapper, because he didn't touch the page. FBI Lady insists that the kidnapper had to touch the page. Johnny says the kidnapper scanned the paper and emailed it to a copy shop for printing so that there would be no fingerprints left from the creation of the message. FBI Lady insists that the kidnapper had to touch the page in order "to stick it to the goddamn wall." Um, gloves? And she's in the FBI?