Embattled Sen. Roland Burris (D-Ill.) has his first primary opponent for 2010. State Treasurer Alexi Giannoulias (D) announced Monday morning that he was forming an exploratory committee to pursue a 2010 Senate bid with the Federal Election Commission. The move would set up a contested race for Burris, should he decide to run to retain the seat to which he was appointed by now-impeached Gov. Rod Blagojevich (D). In a statement from his campaign, Giannoulias said he is running for the seat previously held by his “political mentor,— President Barack Obama.“More than ever, we need a Senator who can deliver on the change that President Obama has promised our nation,— Giannoulias said. Burris was appointed to the Senate seat Blagojevich, who was ousted from office earlier this year amid allegations that he tried to sell the position to the highest bidder. It was later revealed in a Feb. 5 affidavit that Burris had contact with Blagojevich’s brother about fundraising for the former governor a fact that was omitted from Burris’ testimony before the state Legislature during Blagojevich’s impeachment proceedings.Several Democrats, including Senate Majority Whip Dick Durbin (Ill.), have asked Burris to consider resigning.