  We discover a break in the GRB 011121 afterglow light curve after 1.3 days,
which implies an initial jet opening angle of about 9 deg. The SED during the
first four days is achromatic, and supports the jet origin of this break. The
SED during the supernova bump can be best represented by a black body with a
temperature of 6000 K. The deduced parameters for the decay slope as well as
the spectral index favor a wind scenario, i.e. an outflow into a circum-burst
environment shaped by the stellar wind of a massive GRB progenitor. Due to its
low redshift of z=0.36, GRB 011121 has been the best example for the
GRB-supernova connection until GRB 030329, and provides compelling evidence for
a circum-burster wind region expected to exist if the progenitor was a massive
star.
