Authorities were searching for 22-year-old Sheldon Bernard Chase, who has a history of mental illness and is considered armed and extremely dangerous, said Eric Barnhart, FBI supervisor in Billings.

The killings took place in a remote area of the southeast Montana reservation roughly 10 miles from the Wyoming border, local officials said. The victims' identities weren't released and it wasn't immediately clear when they were killed, but Barnhart said they were shot with a high-powered rifle.

Lodge Grass City Clerk Cody Not Afraid said those killed were an elderly woman, her granddaughter and the granddaughter's boyfriend. She said authorities were searching for a suspect in a white, four-door vehicle with North Dakota plates.

The two younger victims were in their 20s, said Not Afraid, who knew the victims' families. She said they lived along Lodge Grass Creek Road about 10 miles outside of Lodge Grass, a city of about 500 people.

Not Afraid said she did not know what led to the shootings.

Chase was described as 6'2", with brown hair and brown eyes and weighing 230 pounds. The FBI said he may be driving a Toyota Corolla or Celica with South Dakota license plates. Chase also may be driving a 2000 red, 4-door Volkswagen Jetta with expired Montana license plate number 2210861, FBI spokeswoman Deborah Bertram said.

"Our concern is he may be out of the area and driving any one of those vehicles," she said.

Anyone who sees Chase is asked not to approach him but instead call law enforcement. Meanwhile, authorities throughout the state, as well as in Wyoming, North Dakota and South Dakota have been notified of the manhunt.

Public buildings across the reservation were locked down at about 1:30 or 2 p.m. while the search for the suspect took place, tribal representative Donald Spotted Tail said.

People were told to stay inside, including about 160 students at Lodge Grass High School.

Tanya Little Light, a secretary at the school, said authorities "just told us code yellow, which means get in your class, turn the lights off and put stuff on the windows so nobody can see inside."

"It was probably about 1:50 or so," she said. "They just told us there was some kind of accident or something."

Little Light said security guards were at the school, but that there were no police officers outside or indications that the manhunt was taking place nearby.

School was supposed to be out for the afternoon when she spoke, and some parents were coming to get their children, Little Light said. The parents had to come to the front door before the children would be released.

Spotted Tail said students were released Monday evening and told to stay home until the suspect is arrested.

"Pretty much everybody has been sent home," he said. "There is word from law enforcement and local officials to be careful."

Big Horn County Commissioner John Pretty on Top said the killings occurred at a home and that a family member was a suspect in the killings. That couldn't be immediately confirmed by law enforcement sources.

"A young man went and killed some people up near Lodge Grass," Pretty on Top said. "They've got rangers up there, moving about quite a bit."

Pretty on Top lives in Lodge Grass but was in a neighboring town when reached by The Associated Press.