As Timothy McVeigh was a dutiful citizen he was upset by the constant injustices he saw being wrought by agents of the American Government. He finally became so upset at these injustices that he decided that his duty demanded he fight this agency, and the only way he knew to fight the agents of the American government was to blow up one of their buildings.
Like all dutiful soldiers McVeigh carried out his attack with ruthless determination coupled with scant concern for his safety. His well planned attack was in stark contrast to his unrealistic plan for escape. The bombing on 19/4/1995 in Oklahoma City, which killed 168 people, was followed by his almost inevitable prompt arrest, to which he offered no resistance.
McVeigh did not believe he had committed a crime but that he had stuck a blow for justice. Inevitably the courts of the American government sentenced him to death, which was what McVeigh expected from his enemy.
McVeigh's mistake was believing that justice could be upheld in a decaying community; it cannot, to uphold justice is to uphold sanity, which is impossible in an insane community.