Screaming or howling in Otero County, New Mexico

I don't know if this will be of any importance, but I was reading your website and found out you will be going to Mescalero NM next month. One time about 20 years ago ( I'm sorry I can't remember the exact year), me and a distant cousin of mine had something strange happen to us near Mescalero. It was very early in the morning, maybe just after sunrise. We had to be at work at the Inn of the Mountain Gods [the casino / golf resort on the Mescalero Reservation]. No one wanted to give us a ride to work so we decided to walk to the main highway and hitchhike to work. This happened in an area called [location name removed due to upcoming expedition in the same area]. This is where my father lives. From my father's house to the paved road is a distance about maybe 1/2 mile. We finally got to the paved road and maybe walked another 1/4 mile when we started hearing noises from across the road at the tree line. Prior to this, I can't remember when, I had heard something similar when I had gone outside to hang clothes. It was just before sunset and I heard something scream. It scared the living daylights out of me and I just ran inside. I had been home alone and I couldn't wait for my father to come home so I could tell him. When I did finally tell him he told me it was probably an elk bugling. Which I didn't believe for one minute becuase this thing was very high pitched. Anyway I was telling "BB" about this incident. That it kind of sounded like that time I heard something before. All I know is that it really scared us. I have walked that road before, even at night by myself and I have never been scared like that. We also noticed that whatever it was, it sounded like it was following us along the tree line. Because when we stopped, it stopped, and at one point we started running, it seemed to run along with us. That's when we really got scared, because we could hear the branches snapping. We didn't know what to do because we were too scared. And there wasn't really any houses nearby to run to, so we were half walking, running, trying to decide if we should go back to my dad's or just keep going when a truck came from behind. We waved those people down and jumped in. I don't think we even waited for them to ask us if we wanted a ride. I don't know what that thing could have been. All I know is that it was making some really scary noises and it seemed to be following us.