Updated

Police set up metal fences surrounding the headquarters of Prudential Financial (search), blocked off two streets, and armed themselves with assault rifles Sunday after federal authorities warned of a possible terrorist attack on it and other financial institutions.

In New York, officials closed one of the major tunnels to commercial traffic headed into the city, and banned trucks from a bridge leading to lower Manhattan.

New Jersey Gov. James E. McGreevey asked the public to report suspicious activity but added, "we can't allow fear to dominate our lives."

In a government warning Sunday, the Prudential Financial Inc. building in Newark was named as a target along with Citigroup Inc. headquarters and the New York Stock Exchange (search) in New York City, and the International Monetary Fund (search) and the World Bank (search) buildings in Washington.

"This is not chatter," said Sid Caspersen, director of the New Jersey Office of Counterterrorism. "It was a long-term operations plan developed over months, perhaps years."

Newark police Detective Todd McClendon declined to offer specifics on security measures planned for the Prudential building, which stands 24 stories tall and is one of downtown Newark's highest structures.

"We'll just say that it is a significant increase of security," he said. "We've taken the threat seriously like we've taken all threats."

Employees at Citigroup, Prudential, the World Bank, the IMF and the New York Stock Exchange were expected to report to work as usual Monday, officials said.

New York Mayor Michael Bloomberg said specially trained police teams would gather at the Citigroup building and elsewhere.

A cashier at a sports store in the Citigroup building, Trisha Brown, said she was spooked by the threat of terrorists. "It's scary and kind of creepy that these people could just walk into the building," she said.

New York Police Commissioner Raymond Kelly said trucks would be banned starting Monday from the Williamsburg Bridge, which connects Brooklyn and lower Manhattan.

The Holland Tunnel, which runs from New Jersey into lower Manhattan, would be closed to all inbound commercial traffic beginning Monday, said Tony Ciavolella, spokesman for the Port Authority of New York and New Jersey.

Kelly said police also were advising businesses to safeguard their heating, ventilation and air conditioning systems. On Sunday night, he and other police officials briefed the security directors of 13 major financial institutions.

New York Gov. George Pataki added: "Because these threats are so specific to one particular region of the state, we will ... continue our heightened level of security at critical infrastructure and other vital sites across the state."

The government's warning came four weeks before the Republican National Convention, which will draw more than 30,000 people to midtown Manhattan, including top government officials and the president. Bloomberg said the GOP convention would go on as planned.

Police were stopping and searching trucks Sunday near Wall Street. Ben Schlomo said his moving truck was stopped while police opened the back and looked inside. "It's no big deal," he said, "just a quick stop."

In Newark, Demond Blackwell, a construction worker whose job site is near the Prudential headquarters and another Prudential building just blocks away, said he was worried.

"We're working around here right down the street," he said.

But Marc Mitchell, 40, an unemployed machine operator from Newark, a city about 10 miles west of New York, said he was not worried about terrorists.

"Right about now I'm not too concerned about them doing too much in Newark," he said. "Newark is like a sister city to New York and that means it's not going to get much publicity. If they really want to make an impact they're going to do it in New York."

In Chicago, officials said the city would add more police officers and surveillance cameras in the downtown business district.

"It's better to be overprepared than to play catch up," said Chicago Police Superintendent Philip Cline. "We want to deter terrorism."