sometimes. See my other answer on this identical subject.
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Seek the advice of an experienced Federal and/or state criminal defense attorney in your jurisdiction BEFORE you say or do anything.
Having served as an intern in the US Attorney's Office when I was in law school, I can speak somewhat intelligently to this issue: it depends. Each US Attorney's Office sets its own priorities. If you think you are likely to be prosecuted then you should begin the search for an attorney you are comfortable with. Remember that you generally get what you pay for.
This answer is not legal advice and does not create an attorney-client relationship.