My wife and two children left Houston for Denver, Colorado to spend Christmas with my relatives. After driving all day we bought fuel in Roswell, New Mexico before our final driving segment that day as we had hotel resevations in Santa Rosa, New Mexico. I consulted a map in an effort to lesson the trip by a few miles by deciding to take New Mexico state highway 20 instead of proceeding north on highway 285 to Vaughn, New Mexico. Within about 7 minutes of turning on to state highway 20 I noticed a very large bright light in my rear view mirror. I had cleaned my windows at the gas stop in Roswell so rear visability was good. I thought nothing of it as I thought it was a car with one light out and the other working light on high beam. I thought it could also be a motorcycle but ruled that out as it was too cold so it seemed unlikely. It was at first about 3/4 of a mile behind me and I paid little to no attention to it until I looked in my rear view mirror again and it was about 300 feet behind me. The intense white light was slightly above road level and appeared to be 4 or 5 times larger than a standard car headlight but much brighter. I then looked at my right side view mirror and saw a round amber colored light approximately 40 to 50 feet off the highway and it seemed to be connected to the main light object. The amber light appeared to have a chris/cross or"tic tac toe" type design in the round shaped light. I asked my wife to turn around and help identify what kind of car or vehicle was behind us but this request scared her as she could tell I was concerned about it. At this time a car was appraching in front of us about one to one and a half miles ahead. I was concerned about this because the white light appeared to be in the oncoming lane as well as our own lane. The light was also angled slightly up at an angle. As I waited for the approaching car to pass us I looked in my left side view mirror and saw the object drift to my left and up at the same time. This frightened me a great deal as I then knew it was not a car but in fact was something that was flying. After the car passed the object was gone. About 4 or 5 minutes later it appeared again about 175 to 200 feet behind our Ford Arrowstar van and my wife was very afraid. I asked her to open the passanger side widow and take a picture with a small camera we had with us of whatever it was but she refused. She touched my hand and said I felt cold and clamy and sweaty. I was concerned for all of us. My 11 year old son was sleeping in the back of the van and was not feeling well all day and our 7 year old daughter was sleeping as well. As we observed the light behind us for another 5 or 6 minutes it stayed where it was at the same speed that I was going. State highway 20 is quite narrow and has no room to pull over even if I wanted to and I had no intention of doing so. I actually tried to outrun it by increasing my speed to 75 to 80 miles per hour but it stayed right with me. I actually repeated to myself over and over again "we do not want contact-we do not want contact" if they were able to detect my urgent plea through telepothy to leave us alone. In the distance another car approached and as it closed to within a mile the object rose again to my left and as it did I observed 3 smaller white lights on what would be considered the side of the object. As it rose the lights all turned off like when you turn the light off on a swimming pool. Sort of a slow dim before they went off completely. The approaching car passed and as it did I noticed it braking in my rear view mirror. It did not stop but it braked and kept going. At this point I was concerned and afraid as I believed we may be seeing something that was not from this world. I eliminated the possibility of it being a helicopter as we would have heard the motor or rotors as it was so close. We did not see it anymore after that and we proceeded on to our destination in Santa Rosa after a breif stop in Fort Sumner for directions to highway 84. We will never forget this incident and thought MUFON would find it interesting and should know about it. Thanks, *(Wit's name deleted--CMS/sg) Houston,Texas