The discovery of an optical counterpart to GRB 010222 (detected by BeppoSAX
) was announced 4.4 hr after the burst by Henden. The Sloan Digital Sky Sur
vey's 0.5 m photometric telescope (PT) and 2.5 m survey telescope were used
to observe the afterglow of GRB 010222 starting 4.8 hr after the gamma-ray
burst. The 0.5 m PT observed the afterglow in five 300 s g*-band exposures
over the course of half an hour, measuring a temporal decay rate in this s
hort period of F-v proportional to t(-1.0 +/-0.5). The 2.5 m camera imaged
the counterpart nearly simultaneously in five filters (u*, g*, r*, i*, z*),
with r* = 18.74 +/- 0.02 at 12:10 UT. These multicolor observations, corre
cted for reddening and the afterglow's temporal decay, are well-fitted by t
he power law F-v proportional to v(-0.90 +/-0.03) with the exception of the
u*-band UV flux which is 20% below this slope. We examine possible interpr
etations of this spectral shape, including source extinction in a star-form
ing region.