DENVER (AP) — Against his attorneys' advice, convicted Oklahoma City bomber Timothy McVeigh has sought to end appeals in his case and be executed within 120 days.

McVeigh offered no explanation for his decision, made public Tuesday, but said he reserved the right to seek executive clemency.

"I want him executed, but still there's nothing to celebrate," said Jannie Coverdale, whose two grandsons died in the April 19, 1995, bombing, the worst such attack on U.S. soil.

McVeigh, 32, was convicted of murder and conspiracy and sentenced to death in the bombing of the Alfred P. Murrah Federal Building that killed 168 people and injured more than 500.

Marsha Kight, whose daughter was killed in the blast, said she wanted McVeigh to "rot in jail."

"It's not that I don't think that he doesn't deserve to die. I just think it is too easy," she said. "I have to live with this the rest of my life. He should have to live with it the rest of his life."

In March 1999, the U.S. Supreme Court left intact McVeigh's conviction and death sentence, rejecting his contention that his trial was tainted by jury misconduct and news reports that he confessed to his lawyers.

In October, U.S. District Judge Richard Matsch denied McVeigh's second appeal, which contended trial attorney Stephen Jones failed to represent him adequately. Jones has denied the allegations.

His current attorneys are researching grounds for other appeals.

In an affidavit made Dec. 7 and filed with the court Monday, McVeigh asked for permission to waive further court reviews. He also asked that his execution be held within 120 days of the statement, or by early April.

He said he will undergo a psychological evaluation if necessary but would "not justify or explain my decision to any psychologist."

U.S. District Judge Richard Matsch, who presided at McVeigh's trial, could approve the request, reject it or order a competency hearing first.

Justice Department spokeswoman Chris Watney had no comment. Attorney Nathan Chambers, who represents McVeigh, declined to discuss his conversations with his client.

Chambers believes McVeigh has grounds for a new appeal contending that his constitutional rights were violated at the trial because of ineffective counsel.

During his trial, prosecutors argued that McVeigh, a decorated Gulf War veteran, planned the bombing after becoming bitter over the 1993 deadly FBI raid on the Branch Davidians compound near Waco, Texas.

Andrew Cohen, a CBS-TV legal analyst who has monitored all of McVeigh's judicial proceedings, said McVeigh's latest decision is consistent with views he previously expressed.

"I think he always perceived himself to be a political person, and this would be the ultimate political statement, to give up his appeal and become a martyr," Cohen said.

Bud Welch, whose 23-year-old daughter Julie Marie Welch was killed in the blast, has been an outspoken opponent of the death penalty since McVeigh was sentenced.

He said he was saddened by McVeigh's decision and thought it was borne of the same insanity that led McVeigh to bomb the Murrah building.

"The day Tim McVeigh is taken from that cage in Indiana and put to death is not going to bring Julie Marie Welch back," Welch said. "God did not make us so that we feel good about killing a caged human being. It's not part of the healing process."