By Michael Rosenfield, WBZ-TV

ROCHESTER, NH (CBS) – Diane and John Foley say they felt very alone as they navigated through almost two years of government bureaucracy while their son Jim was held hostage.

“I felt like a little squirrel going around from one department to another to a different person,” said Mrs. Foley. “I never knew who was the right person to talk to, it was an incredible maze, it was very difficult.”

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The Foleys spoke with WBZ-TV outside their Rochester, New Hampshire home today.

They are opening up about the government’s effort to save their son, who was executed by ISIS.

To this day, the Foleys say besides a failed attempt to rescue Jim, they don’t know what else was done.

“I think the hard part though is because we naively thought our government could take care of it and bring him home, it delayed our effort,” said Mrs. Foley. “We were very slow to get more active… we regret that.”

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The Foleys had started raising pledges for ransom, saying they ignored warnings from the U.S. government that they could be prosecuted for paying money to terrorists.

“We couldn’t do nothing if they weren’t going to rescue him and they couldn’t get him home,” said Mr. Foley. “What do you do, leave your kid in jail to get beaten, no way, no.”

The Foleys have now started the James W. Foley Legacy Fund.

One of the goals of the foundation, which was started in their son’s honor, is to help families of hostages figure out what might work, and what’s a waste of time.

It will also help disadvantaged children and support freelance journalists in conflict areas of the world, two issues close to Jim’s heart.

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