Story highlights Kenyan government says suspect was arrested in 2010, handed over to British

Three more arrests have been made in connection with the killing, police say

Police arrest a 31-year-old man in London on terrorism-related offenses

The man told the BBC that one of the Woolwich murder suspects was approached by MI5

Three more people were arrested Saturday in connection with last week's grisly killing of British soldier Lee Rigby, police said.

The men were being held on suspicion of conspiracy to commit murder, the Metropolitan Police said in a statement.

Police did not detail how they were allegedly tied to the killing, nor did they release their identities, saying only that the men -- ages 21, 24 and 28 -- were arrested by detectives from the Counter Terrorism Command and taken to a south London police station.

Police said a Taser was used on two of the men, who "did not require hospital treatment."

Police also were carrying out search warrants at four residential addresses associated with the three men, the statement said.

The brutal slaying Wednesday of Rigby near the Royal Artillery Barracks in Woolwich, a working-class neighborhood in southeast London, shocked people across the United Kingdom.

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One of the two suspects arrested at the scene approached a man filming the scene in the Woolwich neighborhood and suggested that Rigby had been targeted only "because Muslims are dying daily" at the hands of British troops such as him.

"We must fight them as they fight us. An eye for an eye and a tooth for a tooth," he said in the video aired by CNN affiliate ITN.

Britain's armed forces have served in Iraq and Afghanistan. All its combat troops are due to leave Afghanistan by the end of 2014.

Another man, 29, who was arrested Thursday on suspicion of conspiracy to murder in connection with the Woolwich investigation was released on bail, police said Saturday.

BBC arrest

British counterterrorism police arrested a man who said he was a friend of a suspect in the Woolwich soldier killing, after he gave an interview to the BBC on Friday night, the British broadcaster said.

The man, Abu Nusaybah, was arrested on suspected terrorism offenses after telling on air how his friend had been approached by Britain's domestic intelligence service, known as MI5, according to the broadcaster.

A BBC staffer, who did not want to be named, told CNN that police were inside the BBC Broadcasting House building in central London waiting for the interview to conclude before they made the arrest.

Friends, acquaintances and British media identified 28-year-old Michael Adebolajo, a British national of Nigerian descent, as the suspect seen in a gory video from the scene of the Woolwich killing.

Authorities have not identified that individual or the 22-year-old man seized with him at the scene by armed police. Both suspects were shot and remain in hospital.

A Scotland Yard spokesman told CNN the arrest at the BBC was not connected to the murder investigation in Woolwich.

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The attack has sparked concerns that anti-Muslim sentiment may flare up in communities angered by the killing of the soldier, drummer Lee Rigby.

'Changed and withdrawn'

In the interview with BBC's "Newsnight," Abu Nusaybah said MI5 had approached Adebolajo in the past year, asking if he wanted to work for them.

Adebolajo rejected the approach, according to his friend.

Abu Nusaybah said the contact from MI5 occurred last year after Adebolajo returned from a visit to Kenya during which he was detained by security forces.

Adebolajo told his friend that he was physically assaulted and sexually threatened during his detention.

CNN is working to independently verify the allegations made by Abu Nusaybah about his friend's treatment in detention.

Abu Nusaybah went on to say that Adebolajo appeared changed and withdrawn after his return from Kenya.

The pair first met in 2002, he said. Abu Nusaybah had converted to Islam in late 2004 and Adebolajo followed suit about four months later, he said.

A security source told CNN that "we would never comment" on the kind of allegations made in the interview.

London's Metropolitan Police Service said a 31-year-old man had been arrested in London on Friday night on terrorism-related offenses, but following standard practice, would not give the arrested man's name.

Officers from Counter Terrorism Command arrested the man under the Terrorism Act, on suspicion of the commission, preparation or instigation of acts of terrorism. He was taken to a south London police station, where he remains in custody, a police statement said.

Search warrants were being executed at two homes in east London, police said.

Kenya arrest

Kenyan counterterrorism sources told CNN on Saturday that Adebolajo traveled to Kenya in November 2010 and was arrested in the coastal town of Lamu for trying to cross illegally into Somalia.

A spokesman for the Kenyan government said Sunday that Adebolajo used the name Michael Olemindis Ndemolajo when he was arrested and taken to a court in Mombasa.

Kenyan officials turned him over to British authorities in Kenya when they discovered he was a British citizen, Muthui Kariuki said.

"He was interrogated by British security officials," he said.

Lamu is part of an area near the Somali border that has been the stage for attacks by armed gangs and suspected operatives from the al Qaeda-linked Al-Shabaab militant group.

No charges were filed against Adebolajo, according to the Kenyan media.

The British Foreign Office said: "We can confirm a British national was arrested in Kenya in 2010. (We) provided consular assistance as normal for British nationals."

It's not clear whether Adebolajo may have traveled to the region on more than one occasion.

CNN understands that one line of inquiry being examined in the Woolwich terror investigation is that Adebolajo might have attempted -- but failed -- to travel to Somalia some time last year.

Al-Muhajiroun connections claimed

A self-proclaimed former radical associate of Abu Nusaybah told CNN terrorism analyst Paul Cruickshank he had been a follower of the group Al-Muhajiroun, a British group of Islamic extremists virulently opposed to UK intervention in Iraq and openly supportive of al Qaeda.

The former associate -- who spoke to CNN on condition of not being named -- spent time with Abu Nusaybah in Al-Muhajiroun study groups in Luton, a town north of London, in the years leading up to the July 7, 2005, attacks on London's transit system, he said.

At the time, Adebolajo himself was a follower of the group and attended meetings in London, according to several Al-Muhajiroun insiders, before moving away from the group two or three years ago.

"Abu Nusaybah was very quiet, always smiling, and very religious," said his former friend, who has now shed his radical views.

He said their circle of friends in Luton included Taimour Abdulwahab al Abdaly, who carried out a suicide bombing in Stockholm in December 2010 in which he was the only fatality.

He said Abu Nusaybah had connections to a group of Somali extremists in Luton.

It is understood that the two individuals suspected in the knife and cleaver attack were known to Britain's domestic security service. They had featured in previous investigations into other individuals, but were not themselves under surveillance.