Bright yellow-orange light stationary at first, then accelerated to right and faded out until it disappeared.Saw my first UFO in Colorado two nights ago. I was heading home about 10:15 after picking up my daughter. We were traveling NE on Hwy 350 about a mile from the Pinyon Canyon Military Reserve (where there's been a lot of military activity since the Kosovo crisis). This is an extremely rural area and it was a clear night with 50 mile visibility. Suddenly I noticed a bright star-like object dead ahead about 30 degrees above the horizon. It was perfectly motionless and because of its color--bright yellow-orange--and size, I assumed it to be Mars even though it was brighter than Mars normally appears (more like the intensity of Venus). After a minute or two, it started moving to the right. I could gauge its movement relative to the other stars which were quite visible and NOT moving. After about two more seconds it accelerated quickly while fading out until it had completely disappeared. I woke my daughter, thinking perhaps that it WAS Mars, that its movement was an illusion due to our traveling, and that it had simply become obscured by clouds. However, there were no clouds in the sky anywhere. Then my daughter said, "Dad, Mars is over there (pointing SE out her window)." Sure enough, Mars was to our right. Suddenly we noticed two black military helicopter flying off in close formation in the direction where the object disappeared.