This afternoon, Kelly said investigators had not made a link between today's blast and the other incidents, although he did say a bicycle was apparently used on all three occasions, and they all had similar low-impact explosions.
"We don't know what was used here, but we believe it was black powder used in the other two incidents," he said.
After the discovery of the letters, authorities in New York said it becomes a little more difficult to say whether the incident today is linked to the two earlier cases.
In all three, the devices were tossed just before 4 a.m., and each time black powder was used. There were no injuries and minor property damage -- broken windows, door frames and concrete flower pots in each of the incidents, and most importantly, in all three cases a suspect was seen either casing the scene on a bicycle, tossing the devices from a bicycle or leaving the scene on a bike.
Over the years, many protests have targeted the recruiting center.
In October 2005, a group of activists who call themselves the Granny Peace Brigade, rallied there against the Iraq War. Eighteen activists, most of them grandmothers — with several in their 80s and 90s — were arrested but later acquitted of disorderly conduct.
The recruiting station was renovated in 1999 to better fit into the flashy ambience of Times Square, using neon tubing to give the glass and steel office a patriotic American flag motif.
For a half century, the station was the armed forces' busiest recruiting center. It has set national records for enlistment, averaging about 10,000 enlistees a year.
ABC News' Dean Norland, Z. Byron Wolf, Jason Ryan, Dean Schabner and The Associated Press contributed to this report.