Even when he was first arrested, he joked, "I guess I should have returned those library books."
Last week, Peterson, who is being held at the Will County jail, defended his behavior.
"Well, there is no book written on how I'm supposed to act," Peterson told NBC's "Today" show. "Would it be better if I hid my head down and tried to hide my face and hunched over and tears in my eyes? I mean, no, that's just not me."
Peterson is also considered a suspect in the disappearance of his fourth wife, Stacy. A law enforcement source said the special grand jury that indicted Peterson for Savio's death is continuing to hear evidence in the Stacy Peterson case.
If a murder indictment is handed down for the Stacy Peterson case, experts said it could vastly change the case against Drew Peterson.
"Then I think the prosecution will combine both cases, and each case will sort of feed off the other and will present a powerful picture to both a trial judge and a jury that this guy is a serial murderer," legal analyst Dana Cole told ABC's "Good Morning America" last week.
Peterson told "Today" that he will "probably be found innocent" of Savio's murder.
Brodsky has aid he expects to challenge a new Illinois state law that could prove vital to the prosecution's case.
Prosecutors are hoping they can enter into evidence writings from Savio when she was in the midst of her divorce from Peterson, that she feared her husband's "next step is to take my children away or kill me."
A new Illinois state law allows such statements only if the witness was killed to prevent him or her from testifying.
The Associated Press contributed to this report.