Get breaking news alerts and special reports. The news and stories that matter, delivered weekday mornings.

BILOXI, M.S. — Donald Trump at a rally Saturday pledged to "veto" any executive action taken by President Barack Obama on gun control, and also blamed the president's administration for the creation of the terror group ISIS.

At the rally, Trump did not mention a terror group's propaganda video distributed Friday that used some of his remarks about Muslims.

The rally, Trump's first in Mississippi, and which drew about 13,000, began just hours after reports that protesters upset over the execution of a Shiite cleric set fire to the Saudi Arabian embassy in Tehran.

"They’re burning down the Saudi embassy, you see that? Now, what that is, is Iran wants to take over Saudi Arabia — they always have," Trump said. "They want the oil, OK, they’ve always wanted that."

Related: Terror Group Uses Trump Clip in Propaganda Video

Let our news meet your inbox. The news and stories that matters, delivered weekday mornings. This site is protected by recaptcha

Trump has said the U.S. should have seized Iraqi oil fields. He appeared to refer to those statements, Saturday, without naming a country.

"Everyone said, 'Oh, I can’t do that, this is a sovereign country," Trump said. "There is no country, they have a bunch of dishonest people, they’ve created ISIS — Hillary Clinton created ISIS with Obama." Trump did not elaborate on the ISIS claim.

At Saturday's rally, Trump did not mention a recruitment video from Somali-based terror group al Shabaab that used a clip of the candidate’s statements on barring Muslims from entering the U.S.

But Trump did discuss the video with CBS, which published an excerpt of an interview with “Face the Nation” moderator John Dickerson set to air Sunday.

"Look there’s a problem. I bring it up," Trump said in the CBS interview. "Other people have called me and they say, 'you have guts to bring it up because, frankly, it’s true but nobody wants to get involved. Now people are getting involved."

A member of the crowd at the Saturday’s rally, when told of the terror recruitment video, was skeptical. "I don’t believe it. I don’t believe it at all," Sam Western, 32, of New Orleans, said.

Trump also criticized President Barack Obama’s possible upcoming executive actionon gun control, calling it an "assault on the 2nd Amendment." Obama could expand background checks to gun shows, and has expressed his frustration that those on no-fly lists are allowed to buy firearms.

"[Obama] can’t do that," Trump said. "I will veto that. I will unsign that so fast, so fast," he said.

Trump also hit a new favorite target of his: President Bill Clinton. Trump attacked him for paid speeches that he described as a conflict of interest with Hillary Clinton’s role as Secretary of State.

"Her husband was paid a fortune for speeches paid by people that were doing business with the State Department and paid millions of dollars. It was a big editorial today. Think of it. Folks, that’s our system,” Trump said.

As he has done in recent speeches as voting draws near, Trump issued a call to get out and vote.

"We can’t take the chance," Trump told the excited crowd, saying that whatever is going on in their lives they must get to a polling place. "Even if your wife says she’s leaving you, I don’t care. You gotta get out and vote."