By RICHARD PEREZ-PENA A police officer was shot to death in the Bronx last night, apparently after interrupting the armed robbery of a store, setting off a intense search for his killers in the High Bridge and Morris Heights neighborhoods. Sean McDonald, 26, a father of two, became the first on-duty New York City police officer to be killed since Rudolph W. Giuliani became Mayor. He was shot at least five times, including at least once in the head, Police Commissioner William J. Bratton said, and was rushed to Columbia-Presbyterian Medical Center, where he was pronounced dead. Mayor Giuliani and Commissioner Bratton went to the hospital and offered their condolences to Officer McDonald's wife, who was flown there by helicopter from their home in Putnam County. "When you attack a police officer, you attack the law," Mayor Giuliani said at a press conference. "You attack our common bond together that keeps us together as a society." Earlier in the day, the Mayor, who has made crime a focus of his administration, was in Washington for a televised talk show titled "Is Crime Killing America?" Officer McDonald, who was in uniform, had been posted outside a condemned apartment house to keep people from entering it. Commissioner Bratton said that about 7:30 P.M., activity in a nearby store, the Filo Fashion Tailor Shop, caught his attention and the officer entered the store. "Early indications are that he interrupted a robbery in progress," he said. Two men had tied up the owners of the store, at the corner of Edward L. Grant Highway and Nelson Avenue, and when confronted by Officer McDonald, one or both of them shot him, Mr. Bratton said. The officer was wearing a bulletproof vest, the commissioner said, but all of the bullets struck him in areas left exposed by the vest. "We do not believe that he had his weapon out of the holster," he said. John Miller, the Deputy Commissioner for Public Information, said the officer may have been attempting to handcuff one of the men when he was shot by the other. Two young men who said they witnessed the incident at a distance of two blocks said they saw three men flee the store, not two. They said that the wounded officer staggered after them a few paces, then collapsed. Two sanitation officers who were nearby heard the shots, went to the scene and saw two men fleeing the store, Mr. Bratton said. While one tried in vain to chase down the robbers as they fled down Nelson Avenue, the other used the fallen officer's radio to call for help. The first police officers to reach the scene put Officer McDonald in their patrol car and rushed him to the hospital, where he was pronounced dead at about 8 P.M. Commissioner Bratton pledged that "the full resources of this department" would be committed to finding the men. Hundreds of officers went from building to building on the nearby streets, asking people whether they might have seen the shooting or the suspects. Large groups of officers were seen entering some of the buildings. Norberto Torres, 16, one of the youths who said he saw the incident, said that as soon as the police arrived in force, they herded all the people milling about into the store, and later took many of them -- including him -- to the 44th Precinct station for questioning. Two men considered possible suspects were arrested, but were later released, Commissioner Bratton said. He described the men being sought as Hispanic, one 5 feet 3 inches tall, the other 5 feet 10 inches tall. At the hospital and at the 44th Precinct station, police officers mourned the loss of their colleague, describing him as a kind, hard-working man. They said Officer McDonald and his brother, Andy, graduated together from the Police Academy in 1992 and were both assigned to the 44th Precinct. 'A Family Guy' "He was a family guy, a good-hearted person who would bend over backwards for anyone," said Officer Darren Reid. "I remember once, this lady needed a ride for her child who was sick and he gave her money out of his pocket to take a cab to the hospital." Another officer, who identified himself only as Officer Powers, struggled to keep his emotions in check as he spoke. He angrily said Officer McDonald had been killed "by people who won't remember his name next week." Officer McDonald was the first officer in uniform to be killed in the 106-year history of the 44th Precinct, and the precinct's first fatality of any kind since a detective was killed in 1939, Mr. Bratton said. The last member of the Police Department killed while on duty was Detective Luis Lopez, who was shot to death on March 10, 1993, during an undercover narcotics operation in the East Village. A Housing Authority police officer, John Williamson, died last Oct. 13, after being struck in the head by a bucket of spackling compound that had been thrown from the roof of a six-story building in Washington Heights. An off-duty officer, Nicholas DeMutiis, was killed on Jan. 25 of this year. He joined in a police chase of a suspected car thief, and died when the stolen car rammed his. Although he was off-duty at the time, the Police Department regards his death as having occurred in the line of duty. The building Officer McDonald was guarding, at 1355 Shakespeare Avenue, was condemned last month after an electrical fire, neighborhood residents said. Mr. Miller said the Police Department had posted an officer there at the request of the Department of Buildings. Copyright 1994 The New York Times Company