D= but thats cuz they got greedy and decided to rob the Han envoy instead of trading...

here's an excerpt of shiji:

...遂 不 肯 予 漢 使 。 漢 使 怒 ， 妄 言 ， 椎 金 馬 而 去 。 宛 貴 人 怒 曰 ： 「 漢 使 至 輕 我 ！ 」 遣 漢 使 去 ， 令 其 東 邊 郁 成 遮 攻 殺 漢 使 ， 取 其 財 物 。 於 是 天 子 大 怒 。 諸 嘗 使 宛 姚 定 漢 等 言 宛 兵 弱 ， 誠 以 漢 兵 不 過 三 千 人 ， 彊 弩 射 之 ， 即 盡 虜 破 宛 矣 。 天 子 已 嘗 使 浞 野 侯 攻 樓 蘭 ， 以 七 百 騎 先 至...

...漢無攻我，我盡出良馬，姿所取，而給漢軍食。即不聽我，我盡殺善馬。

I'm not a very good translator, but this is basically what happened:

Wu-ti's initial attempt to trade the Celetial Horses with gold coins was rejected by the king of Fergana and the Han envoy sent for the negotiation was murdered and stripped. When the news arrived Chang'an, Wuti was furious and decided to take them by force. He appointed Li Guangli to lead the expedition. In 104 BC, Li Guangli set off with 3000 soldiers. However they were not able to defeat Fergana and forced to retreat to Dunhuang. There Li Guangli with only few remaining men waited for the reinforcements from Wu-ti. In 102 BC, Wu-ti embarked the second military campaign in an army of 60,000 men marching out towards Fergana. They reached the capital and successfully besieged it. The Han army cut off their water supply with sappers and kill many men that tried to sally forth. In the end the inhabitants could stand no more, killed their king and surrendered. They returned to China with a great haul of the famous Fergana steeds. Fergana provided them with the best celetial horses as well as 3000 ordinary stallions and mares.

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