The discoveries of 17 microlensing event candidates have been reported over the last year by three teams conducting unprecedented mass photometric searches in the direction of the Galactic bulge and the Magellanic Clouds. These include 10 events found by the OGLE collaboration, 5 by the MACHO team and 2 by the EROS team. All searches have the main goal to detect dark matter in our Galaxy. The detection of 17 event candidates proves that the microlensing is a powerful tool in the search for dark matter, and it may be used for reliable mass determination when the geometry of the event is known. Here we present the first microlensing event, OGLE~#11, discovered in real time, using the newly implemented Early Warning System. We describe our system which makes it possible to monitor and study in great details any very rare phenomena, not only lensing events, with a broad array of instruments almost immediately after they have changed their brightness.
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