An "unsophisticated" explosive device that detonated Thursday in Times Square has put military officials in southwestern Connecticut on alert.

The NYPD released footage from a private security camera showing a cyclist riding up to the Times Square military recruiting station where a small bomb was detonated around 3:40 a.m. The bicyclist is seen getting off the 10-speed bike three minutes before a brief flash and a cloud of white smoke appear.

The explosion caused minor damage to the landmark military recruiting station, prompting a huge police response that disrupted transit at the "crossroads of the world." It left a gaping hole in the front window and shattered a glass door, twisting and blackening the metal frame of the building, which is on a traffic island.

Officials in Connecticut are calling it an isolated incident. However, National Guard Lt. Col. John Whitford is urging soldiers stationed at local armories and recruiting centers to double-check locks on doors and windows and to ensure facilities are secure.

"What we are trying to do is just have another person provide another lookout because you know, something like this obviously it just raises a flag a little bit," Whitford said.In August 2007, someone placed a package designed to look like a bomb outside a recruiting center in Stamford.

For New York City Mayor Michael Bloomberg's news conference on the blast, go to channel 612 on your iO digital cable box and select iO Extra.

AP wire reports contributed to this story.