(CNN) -- A Pennsylvania man who walked into a gym aerobics class and opened fire, killing three women and wounding nine before turning the gun on himself, "had a lot of hatred in him," police said Wednesday.
Pregnant aerobics instructor Mary Primis was teaching class when the gunman opened fire, critically injuring her.
George Sodini, 48, brought four handguns into the LA Fitness gym outside Pittsburgh and used three of them, firing at least 36 times around 8 p.m. Tuesday, Allegheny County Police Superintendent Charles Moffatt said.
Sodini, a member of the gym, was found dead in the aerobics room, lying on top of one of his guns about seven feet from one of the victims.
Authorities believe Sodini targeted the aerobics class, because a schedule was found in his home with that class circled, Moffatt said.
But police do not believe he targeted anyone personally. An online diary, as well as notes at the scene and at his home, have led them to believe he was targeting women in general. Read an edited version of the diary (PDF)
In the note found at the scene in Sodini's gym bag, he complains he had never spent a weekend with a woman, never vacationed with a woman and never lived with a woman, and that he had had limited sexual experiences, Moffatt said.
He makes similar complaints in his online blog, which also documents his growing rage at women for rejecting him and at the world he felt had abandoned him.
Witnesses told police the gunman was dressed in black when he entered the class, shut off the lights, walked about 10 feet and opened fire.
Mary Primis, 26, an aerobics instructor who is 10 weeks pregnant, was shot twice.
"I remember thinking I wanted to hold my breath because I was afraid, if he saw that I was breathing, he would shoot again," she told CNN affiliate WPXI from her hospital bed.
Asked if she thought she was going to die, she said, "I wasn't sure."
Her husband, Alex Primis, said she was shot once in the left shoulder and again through the back of her shoulder blade.
This was to be her last week teaching before taking time off for her pregnancy, Primis said.
Sodini apparently had "practice runs" before the shooting Tuesday, Moffatt said. Someone at the gym had showed him how to shut off the lights, he said, not knowing his plans.
"He just had a lot of hatred in him, and he was hell bent on committing this act," Moffatt said. Watch Moffatt describe contents of diary »
Sodini worked as a systems analyst in the finance department of K&L Gates, a law firm with an office in Pittsburgh, since 1999, Mike Rick, a spokesman for the firm, said.
Neighbors described him as reclusive and said he had stopped talking to them in the past few years.
On Tuesday, Sodini visited the gym three times -- the first about 11 a.m., a second time at 7:40 p.m. and a third time at 7:56 p.m., Moffatt said. Members of the gym are required to swipe a card to check in, but do not have to check out, he said. The first 911 call was dispatched at 8:16 p.m.
Three of the four guns found with Sodini were traced back to him, and authorities are in the process of tracing the fourth, Moffatt said. They were two 9 mm semi-automatics, a .45-caliber revolver and a .38 in his pocket. Sodini also had 30-round ammunition clips that were illegal before the assault weapons ban was lifted in 2004, police said.
Police know Sodini made a telephone call at 7:45 p.m., and believe he may have left the gym to make it. Authorities are attempting to locate the person he contacted, Moffatt said.
Sodini did not mention killing himself in the note found at the scene, which was mostly typed with handwritten notations, but did mention it in a handwritten note found at his home, Moffatt said.
Police seized Sodini's car for processing, but no guns were found in it, he said. They also seized his computer and were examining it.
The shooting victims were taken to the three major hospitals in the area. Moffatt said he believed none of those who remained hospitalized Wednesday had life-threatening injuries.
County officials said counselors were being made available to area residents in the wake of the shooting.
Police spoke to a pastor mentioned on Sodini's online diary. The man said Sodini attended his church but stopped in 2006, and that there was a minor incident involving a woman who felt "he was paying too much attention to her," Moffatt said. The pastor spoke to Sodini, and it stopped, he said.
Moffatt said police have no knowledge of any mental health issues involving Sodini, but are still puzzled at the violence.
"I can't ever make sense of murders," he said.
CNN's Susan Candiotti contributed to this report.