NEWAYGO, Mich. (AP) _ The parents of a woman soldier missing in action in the Gulf War pray for her safe return while remaining steadfast in the patriotism the family shares.

A military officer came Thursday to this small town in western Michigan to tell Leo and Joan Rathbun that their only child, Army Spec. Melissa Rathbun- Nealy, apparently was captured near the Saudi-Kuwaiti border.

Rathbun-Nealy, 20, is believed to be the first servicewoman reported missing in action since World War II, the Pentagon said. The male soldier who disappeared at the same time with her was Army Spc. David Lockett, 23.

The Pentagon lists 23 Americans as missing in action in Persian Gulf fighting. How many were captured by Iraqi forces is unknown.

''At first, we jokingly thought surely out of the hundreds of thousands of troops stationed in Saudi Arabia, that the woman reported as missing wouldn't be our daughter Melissa,'' the Rathbuns said Friday in a prepared statement.

''But our worst fears became a reality when we were informed that our daughter was missing in action,'' the statement said. ''We were told that Melissa and the other soldier's jeep was found abandoned in the desert with their duffel bags and gas masks inside the vehicle.

''We can only hope and pray that she's OK.''

Joan Rathbun said later Friday that she still supported the U.S. military and the war effort.

''It's just unfortunate that we're going to lose sons and daughters and husbands and friends over there,'' she told WZZM-TV in Grand Rapids. ''I still think we have to do it, even if my daughter's one of them.''

Rathbun-Nealy is with the 233rd Transportation Company based at Fort Bliss, Texas. She has been in Saudi Arabia since October, her parents said.

The soldier joined the Army soon after graduating in 1988 from Creston High School in Grand Rapids, where her father had taught English and history and she was a ROTC cadet.

''It was an experience that she enjoyed very much,'' said John Bullock, her high school counselor. ''She liked the structure of it. She liked the discipline. She was a good cadet.''

Family friend Joseph Schmitt said Rathbun-Nealy last spoke on Sunday to her parents in Newaygo, 30 miles north of Grand Rapids.

''She was in good spirits and was very happy to be able to talk to them,'' Schmitt said. ''She sent her love.''