  We present observations of GRB 060124, the first event for which both the
prompt and the afterglow emission could be observed simultaneously and in their
entirety by the three Swift instruments. Indeed, Swift-BAT triggered on a
precursor ~570s before the main burst peak, and this allowed Swift to repoint
the narrow field instruments to the burst position ~350s before the main burst
occurred. GRB 060124 also triggered Konus-Wind, which observed the prompt
emission in a harder gamma-ray band (up to 2MeV). Thanks to these exceptional
circumstances, the temporal and spectral properties of the prompt emission can
be studied in the optical, X-ray and gamma-ray ranges. While the X-ray emission
(0.2-10keV) clearly tracks the gamma-ray burst, the optical component follows a
different pattern, likely indicating a different origin, possibly the onset of
external shocks. The prompt GRB spectrum shows significant spectral evolution,
with both the peak energy and the spectral index varying. As observed in
several long GRBs, significant lags are measured between the hard- and
low-energy components, showing that this behaviour extends over 3 decades in
energy. The GRB peaks are also much broader at soft energies. This is related
to the temporal evolution of the spectrum, and can be accounted for by assuming
that the electron spectral index softened with time. The burst energy
(E_iso~5x10^{53} erg) and average peak energy (E_p~300keV) make GRB 060124
consistent with the Amati relation. The X-ray afterglow is characterized by a
decay which presents a break at t_b~10^5s.
