Ten United States Democratic Congressmen had received letters containing a photo of the military recruitment centre at the Times Square with a message 'we did it', soon after it was hit by a bomb explosion.

The security agencies are grappling with the mystery of the letter received late on Thursday via mail which said, 'Happy New Year. We did it'. The letter also contained a lengthy statement against the Iraq war and had a California return address.

The law enforcement agencies investigating the case are also looking into a border stop in Canada [Images] a month ago, ABC television network said, quoting 'high-level' officials.

The channel said that a border stop in Canada had yielded evidence that may be linked to the case and that individuals are being sought, though Canadian authorities have declined to comment on the issue.

The border stop took place about a month ago, but US and Canadian authorities were now revisiting the incident because of circumstantial evidence noticed at the time of the stop and behavior of one of the four individuals in a car, who fled when it was stopped, law enforcement sources were quoted as saying by the channel.

Evidence gathered during the stop included photographs of Times Square found in a backpack, and the material was given to US authorities.

However, an investigation at that time did not turn up any evidence of criminal activity, the sources were quoted as saying by the channel.

Meanwhile, a surveillance camera mounted on a building opposite to the recruitment centre showed a person dismounting a bicycle, going towards it and then riding off. A minute later, the explosion occurred with a loud bang and the video shows smoke drifting.

The centre itself is not in view but it is presumed that the person planted the explosive device and used a remote control or fuse to set off the bomb, which did minor damage.

Experts say that the person was apparently trying to make a statement but did not want to kill people. Otherwise, he would not have chosen the early morning hour when the centre was empty and there were not many people in Times Square.

The explosion is also being linked to the bombings of the British Consulate in 2005 and the Mexican Consulate in 2007 by analysts, who say that it could be a the handiwork of a serial bomber as the circumstances are similar.

All the three bombings took place around the same time and in each case, a person was seen peddling away on a bicycle with a hooded jacket.

The location chosen were high-profile, but the perpetrators of the earlier two bombings were never caught despite intensive investigations.

The law enforcement officials have so far not linked the three bombing, but Police Commissioner Raymond Kelly pointed out that all three incidents occurred with a 25-mintue span.

Further, the device used on Thursday was also 'roughly similar' to those in the two earlier bombings, and no one has directly claimed responsibility for the explosions, which is another similarity, Kelly said.