BATAVIA: Three Afghan military officers who sought refuge in Canada after taking off from a military training exercise in Massachusetts said Wednesday they were trying to escape Taliban violence at home but now face the wrath of their own government as well.

“Now that we've decided to seek asylum, the danger has multiplied,” said Maj. Jan Mohammad Arash, who along with Capt. Noorullah Aminyar and Capt. Mohammed Nasir Askarzada travelled more than 500 miles by taxi from a Wal-Mart on Cape Cod to Niagara Falls.

The three walked across the Rainbow Bridge connecting New York to Ontario, Canada, to claim refugee status on September 22 and were turned over to US authorities, who charged them with immigration violations and began removal proceedings.

“Our pictures are in the newspapers in Afghanistan, Pakistan and all around the world. Now our government has turned against us,” Arash, 49, said inside the federal detention facility outside Buffalo, where they are being held.

All said they feared they would be killed or imprisoned and tortured if returned to Afghanistan.

In interviews with The Associated Press, the three described feeling elated as they took their $1,600 cab ride toward the US-Canadian border, never expecting they would be turned away and handed over to the United States under a US-Canada agreement that requires asylum seekers to apply in the first country they land in.

“I felt like I was reborn again and I had become free and alive,” Askarzada, 28, said of the trip through Massachusetts and into New York. He and Arash answered questions in Farsi, which was translated by their attorney, Matthew Borowski. Aminyar spoke in English.

Askarzada said he has an uncle in Canada and that the three planned to seek him out for help in eventually bringing their families there as well. All are married and have children. Askarzada said his wife is pregnant.

Aminyar said he had been targeted by the Taliban in his village of Khowgni because of his work with US soldiers in killing and capturing Taliban fighters.

A platoon leader and company commander, the 30-year-old said he was marked for death after taking part in military training in the United States in 2012 and again in September.

While he was participating last month in a US Central Command Regional Cooperation training exercise at Joint Base Cape Cod, Aminyar said, Taliban fighters went to his Afghanistan home intending to kill him, leading to a frantic phone conversation with his father.

“He told me: 'Your life is in danger. There is no chance for you to live in Afghanistan,'" Aminyar said, sitting at a stainless steel table inside a cinder block interview room. “I talked with my wife. She told me I should not return. I have to go to Canada.“

He and Askarzada decided to use the Wal-Mart excursion to make their way to the border, joined by Arash, who also had gone to the store.

“I was feeling like I got my freedom. I was happy with my decision. I felt like I made a good decision to save my life,” Aminyar said. “We never thought that we would be brought here to a prison,” Arash said, motioning to his bright blue detention center jumpsuit, “because we didn't do anything harmful.“

At an initial court appearance Wednesday, Borowski was given until Oct. 8 to review the government's case and prepare a bail request.

“My goal is to secure the release from immigration custody of these Afghani service members as soon as possible,” Borowski said. “They pose no threat. These guys are just seeking somewhere where they won't be threatened and persecuted."

The exercises in which they were participating have been held annually since 2004 to promote cooperation and interoperability among forces, build functional capacity, practice peacekeeping operations and enhance readiness.

US authorities have said they do not believe the men posed any danger to the public.