WOBURN, Mass. - The young woman and her baby girl were snuggled together in bed, the infant nestled in her mother's arms, tucked under a thick comforter in the master bedroom of their home outside Boston.

Both had been shot.

The woman's husband and the baby's father, Neil Entwistle, a computer programmer from England, was gone.

Authorities say he fired two .22-caliber bullets into his wife, Rachel, and 9-month-old daughter, Lillian Rose, then fled to his family's home in Worksop, England, because he was despondent over mounting debt and dissatisfied with his sex life.

In the days before the killings, authorities say, he conducted online searches for information about murder and suicide.

Entwistle, 27, insists he loved his family and was so horrified at finding them slain that he returned to England to be with his parents. He said he didn't call for help because it was obvious they were dead.

Today, he faces trial on two counts of first-degree murder.

His wife's family told police that they never saw signs of trouble, except for an argument over money they overheard in the fall of 2005.

Entwistle told police that his marriage was "perfect," they did not fight and never had "cross words."

Prosecutors, however, said that Entwistle was unable to find a job after the family moved to the United States, and charged large amounts on credit cards. He started a number of Internet businesses, including a Web site that promised customers as much as $6,000 in monthly earnings, and another that offered a manual to help men enlarge their penises. All of them failed.

Entwistle also started expressing unhappiness about his sex life, investigators said.

Searches of his computer showed that, beginning in August 2005, he joined a Web site called "Adult Friend Finder." In the week before the killings, he allegedly visited Web sites called "blondebeautyescorts" and "naughtynightlifeescorts," according to court documents filed by prosecutors. *