  We present an algorithm for selecting gravitational lens candidates from
amongst Sloan Digital Sky Survey (SDSS) quasars. In median Early Data Release
(EDR) conditions, the algorithm allows for the recovery of pairs of equal flux
point sources down to separations of $\sim 0{\farcs}7$ or with flux ratios up
to $\sim$ 10:1 at a separation of $1\farcs5$. The algorithm also recovers a
wide variety of plausible quad geometries. We also present a method for
determining the selection function of this algorithm through the use of
simulated SDSS images and introduce a method for calibrating our simulated
images through truth-testing with real SDSS data. Finally, we apply our
algorithm and selection function to SDSS quasars from the EDR to get an upper
bound on the lensing fraction. We find 13 candidates among 5120 z $>$ 0.6 SDSS
quasars, implying an observed lensing fraction of not more than 4 $\times
10^{-3}$. There is one likely lens system in our final sample, implying an
observed lensing fraction of not less than $3 \times 10^{-5}$ (95% confidence
levels).
