UPDATE 10-Small explosion hits New York's Times Square

(Adds Capitol Police alert, report on letter sent to congressional offices; paragraphs 7-8, 10)

By Emily Chasan and Walker Simon

NEW YORK, March 6 (Reuters) - A small explosion damaged a U.S. military recruiting station but caused no injuries in New York's Times Square before dawn on Thursday, triggering a Pentagon alert for other stations across the country.

"We're treating it as if it were an incident of vandalism," Army spokesman Paul Boyce said at the Pentagon.

Times Square -- the normally bustling "Crossroads of the World" with shops, restaurants, hotels, theaters and office towers -- was largely empty when the crude bomb went off at about 3:45 a.m. (0845 GMT).

Low-grade explosives packed in an ammunition box cracked the recruiting station's thick glass door and twisted its metal framing, police said. The blast also shattered a window encasing the classic poster of Uncle Sam saying, "I Want You."

In Washington, the Homeland Security Department said there was no sign of an immediate threat to the United States from the incident and White House spokeswoman Dana Perino said there was no initial sign of any link to terrorism.

The Army sent a notice to its 1,650 recruiting stations nationwide to remind recruiters to be careful, Boyce said.

The U.S. Capitol Police sent out an alert warning suspicious letters with references to the recruiting station had been arriving at congressional offices. A U.S. House of Representatives aide said the letters had gone to some Democratic lawmakers.