WONDER LAKE, Illinois (CNN) -- The girlfriend of the gunman who killed five people and then himself at Northern Illinois University last Thursday told CNN there was "no indication he was planning something."

Jessica Baty said her boyfriend, Steven Kazmierczak, gave no warning of the shooting rampage at NIU. more photos »

"He wasn't erratic. He wasn't delusional. He was Steve; he was normal," Jessica Baty tearfully said in an exclusive interview Sunday.

Baty, 28, said she dated Steven Kazmierczak off and on for two years and had most recently been living with him.

"He was a worrier," she said. He once told her he had "obsessive-compulsive tendencies" and that his parents committed him as a teen to a group home because he was "unruly" and used to cut himself, she said.

"He was worried about everything, he worried about me."

But, she added, that he had never exhibited self-destructive behavior during their time together. "Everybody has a past, and everybody goes through hard times," Baty said.

Kazmierczak had been seeing a psychiatrist on a monthly basis, Baty said. She said he was taking an anti-depressant, but he had stopped taking the medication three weeks ago because "it made him feel like a zombie."

"He wasn't acting erratic," she said. "He was just a little quicker to get annoyed." Watch as Baty explains why she still loves NIU gunman »

Police say Kazmierczak burst into an NIU geology class on February 14 and opened fire with at least a shotgun and two handguns, killing five students while dozens fled for their lives.

Authorities were on the scene within a few minutes, but by the time they reached the classroom, Kazmierczak, 27, had shot himself to death.

Baty knew her boyfriend had purchased at least two guns. He told her they were for home protection.

The day of the shooting, Baty was in class at the University of Illinois where she and Kazmierczak had transferred from NIU. He was pursuing a master's degree in sociology, and she is going for a master's in social work. He planned to study law and had signed up to take the LSAT test, she said. She is hoping to get her doctorate in social work.

The students in her class began to talk about a mass shooting taking place at NIU in DeKalb, Illinois.

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Oblivious that Kazmierczak could have anything to do with it, Baty said she had tried calling him several times Thursday, but her calls went directly into his voice mail.

"I was worried about him because he was supposed to come to class," she said. "He never missed a class."

When Baty learned that Kazmierczak was the shooter, she said, "I couldn't believe it."

"I said, 'No, you have the wrong person. He's not in DeKalb.' He wasn't supposed to be there. He was on his way home to see me. It didn't make any sense at all."

She had last seen him Monday morning, when he told her he was planning to drive north to visit his ill godfather who he had not seen in a long time.

Kazmierczak "told me that he loved me and that he would see me on Thursday and missed me," she said. "That whole week I talked to him; he sounded fine."

"The Steven I know and love was not the man that walked into that building," she said. "He was anything but a monster. He was probably the nicest, most caring person ever."

She said she was talking to the news media about Kazmierczak because, "He cannot be defined by his last actions. There was so much more than that."

Since Thursday, Baty said authorities have intercepted several packages Kazmierczak sent her, including several items such as: the book "The Antichrist" by Friedrich Nietszche; a textbook for her class about serial killers; a package with a gun holster and bullets; a new cell phone that she had told him she wanted and about $100 in cash.

She read the contents of a note he sent to her.

"You are the best Jessica!" it read. "You've done so much for me, and I truly do love you. You will make an excellent psychologist or social worker someday! Don't forget about me! Love, Steven Kazmierczak."

But there was no letter explaining the NIU slayings.

"I'm praying that there's another one somewhere that tells why and what he was thinking and what he was feeling and why he wouldn't want me to help him," she said.

Though the two had chosen to transfer to the University of Illinois, "there was no hard feelings [toward NIU]," she said. "He said all the time how grateful he was that he went there."

She said she had never known her boyfriend to lie: "He was always open and honest. We didn't keep anything from each other."

"I would have helped him, I would have done something for him," Baty said. Even last week, when the two talked every night until the killings, she was not alarmed.

It was during their last conversation, a few minutes past midnight Wednesday, that she got her first inkling that something was amiss, she said. "He told me not to forget about him and he told me that he would see me tomorrow, and when we got off the phone he said 'Goodbye.' He never said goodbye."

Shaking and crying, her family at her side during the interview, Baty said she still loves the man she met in a hallway at NIU when they were both undergraduate students.

Baty said she feels sorry for the victims and their families and friends. "I know what they're going through, and I just can't tell them how sorry I am," she said. But, she added, "He was a victim, too, and I know they probably won't want to hear that, but he was."

Like comments from teachers which have been widely reported, she said Kazmierczak was an achiever who always tried to get ahead in class and seemed committed to criminal justice issues.

Pictures of their relationship don't betray anything odd. They are scenes of the two of them smiling on Florida beaches, on golf courses and having fun at Disney World.

Teachers and others who knew Kazmierczak have said he was fascinated with prison culture. In 2006, when he was a student at NIU, police said, he worked on a graduate paper that described his interest in "corrections, political violence and peace and social justice."

The paper said Kazmierczak was "co-authoring a manuscript on the role of religion in the formation of early prisons in the United States."

"I didn't think he was crazy," said Baty, sobbing. "I still love him." E-mail to a friend

CNN's Todd Schwarzschild contributed to this report.