Italy is mourning the execution of one of its nationals held hostage in Iraq. It is the first known execution of any captive held in the country in the recent spate of kidnappings there. But Italian authorities have vowed to keep troops in Iraq and not bow to demands that they be withdrawn.

Italians were shocked when, during a late-night political talk show on state television, Foreign Minister Franco Frattini disclosed news of the execution of 36-year-old Fabrizio Quattrocchi.

Mr. Frattini told viewers that Italy's ambassador in Doha had seen video footage of the killing sent to the Arab television network Al Jazeera. The same network had shown pictures of the Italian hostages holding up their passports and giving their names just two days earlier.

Mr. Quattrocchi was shot by his kidnappers. Foreign Minister Frattini said he died like a hero.

Mr. Frattini said that when the killers put a gun to his head this man tried to take off his hood and shouted: Now I'm going to show you how an Italian dies.

Fear has gripped the relatives of the other Italians who were working as private security guards in Iraq when they were abducted on Monday.

Francesco Cupertino, the brother of one of the hostages.

He was the first, said Mr. Cupertino. If this isn't stopped, it will then be the turn of the second one, the third one, the fourth one.

The kidnappers have threatened to kill the remaining three Italian hostages unless Italy meets their demands to pull its troops out of Iraq, an official apology for Italy's alleged insults to Islam and the release of religious detainees in Iraq.

But Italy's leadership said it was not prepared to negotiate. Prime Minister Silvio Berlusconi said "They have destroyed a life but they have not shaken our values or commitment for peace." Italian government and opposition leaders united in deploring the killing

This member of parliament said Italy cannot give into to the blackmail of terror and of fanatics who want to spread fear in Italy and in the world. Italian authorities have insisted the work of Italian troops in Iraq will continue. The foreign minister described a troop pullout as unimaginable, saying it would amount to a victory for terrorism, and civil war and defeat for the Iraqi people.