Woodbury admitted fatally shooting James Walker, manager of the Army Barracks outdoors gear store in Conway, on July 2, along with two customers, William Jones, 25, and his friend Gary Jones, 23.
Woodbury gave short answers in Merrimack County Superior Court as Fitzgerald and public defender Caroline Smith reviewed his history of mental problems, including bipolar disease, and his understanding of the process and his options.
"I'm pleading guilty because I am guilty," he said.
He apologized to each victim by name, and to their families.
But Walker's father, also named James, told him, "You are a coward, a thief and a cold-blooded murderer."
Woodbury, of Windham, Maine, was released May 4 from the Maine State Prison after serving five years for robbery and theft. Authorities say he left the state a month later, heading south with two teenage sisters in a car allegedly stolen from their mother.
Woodbury is accused of robbing a bank in Florence, S.C., on June 6; breaking into a million-dollar home in St. Simons Island, Ga., and then setting it on fire June 12; and holding up a clothing store June 19 in Chattanooga, Tenn., wielding a knife in a scuffle with the shop owner's son before escaping.
Both sisters eventually broke away from Woodbury, one of them hiding from him in a gas station restroom the day before the Chattanooga robbery.
After his arrest for the murders, Woodbury told authorities he thought Walker, 34, was reaching for a weapon, so he shot him. He said he then shot the other two men because they got in his way. Relatives said William Jones of Walpole, Mass., and Gary Jones, of Halifax, Mass., were not related but were as close as brothers.
Woodbury complained after his arrest that he had warned prison officials in Maine he would be a danger.
"I reached out, asking for help. I reached out and told them I need medication. I reached out and told them I shouldn't be out in society. I told numerous cops, numerous guards," Woodbury told reporters outside a courthouse on July 5.
Maine authorities said Woodbury had access to a wide variety of mental health services.
When the judge declined to let Woodbury speak a second time on Friday, he scribbled a sign and pointed it toward the family members. "U have a lawsuit," it said.
A relative of one victim had said Woodbury pleaded guilty in order to choose his prison, but Jeffery Strelzin, head of the criminal division in the Attorney General's Office, said Woodbury was promised nothing in return for his plea.