Shannon Lamb, the suspect police believe shot a professor at Delta State University today, is still on the run and has allegedly said he will not go to jail. Law enforcement is advising police to use "extreme caution." Professor Ethan Schmidt at Delta State University in Mississippi was shot and killed in his office on Monday, police said. Lamb, a social-sciences instructor at the university, is the suspected gunman, according to police. The Biloxi Sun Herald reports that Lamb is also suspected of killing a woman earlier this morning in Gautier. The woman is also an employee of the university. Classes have been cancelled Tuesday and authorities believe Lamb is no longer on campus.