  Double neutron star mergers are strong sources of gravitational waves. The
upcoming advanced gravitational wave detectors are expected to make the first
detection of gravitational wave bursts (GWBs) associated with these sources.
Proposed electromagnetic counterparts of a GWB include a short GRB, an optical
macronova, and a long-lasting radio afterglow. Here we suggest that at least
some GWBs could be followed by an early afterglow lasting for thousands of
seconds, if the post-merger product is a short-lived massive neutron star
rather than a black hole. This afterglow is powered by dissipation of a
proto-magnetar wind. The X-ray flux is estimated to be as bright as
10^{-8}-10^{-7} erg/s/cm^2. The optical flux is subject to large uncertainties
but could be as bright as 17th magnitude in R-band. We provide observational
hints of such a scenario, and discuss the challenge and strategy to detect
these signals.
