NEW YORK (AP) - A.J. Burnett became the first Yankees pitcher to strike out four batters in an inning. Too bad it came after he walked five in two innings as New York fell behind by two runs.

Burnett gave up homers to Jason Giambi and Troy Tulowitzki before matching a big league record with four strikeouts in the sixth inning of New York's 4-2 loss to the Colorado Rockies on Friday night.

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``Today was just a struggle,' Yankees manager Joe Girardi said. ``He still found a way to get into the seventh inning.'

Burnett (7-6) wasn't happy to see Girardi come to pull him after getting the first out in the seventh, flipping the ball up in the air and muttering to himself as he walked off the mound.

``It's never personal,' said Burnett, who has been known to sulk on the mound. ``I'm not mad that he took me out, I'm just mad because I had to come out.'

Ubaldo Jimenez also overcame early wildness and pitched seven impressive innings and Todd Helton hit an RBI single for Colorado. No. 9 batter Chris Iannetta walked three times and scored a run. The Rockies were swept by the Yankees in a three-game series in 2004, their only other trip to the Bronx.

``We have developed an expectation level with this ballclub. We don't care where we're playing or who we're playing,' Rockies manager Jim Tracy said. ``We expect to come in and we expect to play good professional baseball.'

Burnett started the sixth by striking out Iannetta and Carlos Gonzalez looking before Chris Nelson swung at a pitch in the dirt. The wild pitch bounced off catcher Russell Martin and went to the backstop, allowing Nelson to reach base. Helton struck out swinging to end the inning.

Seattle's Felix Hernandez was the last to strike out four in an inning - in the eighth inning on June 3, 2010, against Minnesota.

Burnett allowed four runs and seven hits in 6 1-3 innings. He struck out five and walked five.

``I would have liked to have had more strikeouts than walks,' Burnett said.

Giambi answered the Bleacher Creatures after they gave him the rare honor of chanting a visiting player's name in the first inning. He crushed a drive into their section deep in the right-center bleachers with an out in the second. Fans did not throw the ball back as is usually done for an opponent's home run.

It was Giambi's first visit to New York since he came with Oakland in 2009, the season after finishing his seven-year contract with the Yankees. He finished 3 for 4 with a walk and two runs scored before being lifted to a smattering of applause for a pinch runner in the ninth.

``I wasn't touching the ground,' Giambi said. ``There's an incredible energy playing in this stadium with the fans that they have here, just being excited like old times to have that opportunity to play in front of them again. I think he could've thrown the rosin bag 2-0 and I would've swung no matter what.'

Tulowitzki wears No. 2 in part as a tribute to Derek Jeter and was hoping the Yankees' shortstop would get his 3,000th hit while the Rockies were in town. But Jeter is on the disabled list with a calf strain and it is not certain that he'll even be ready to be activated when he is eligible to come off the DL on June 29.

The Big Apple has been good to Tulowitzki this year. He homered in four straight games against the Mets in April and has hit five of his 14 homers in New York. He connected off Burnett in the fifth.

Jimenez (3-7) walked Curtis Granderson twice in the first three innings and Alex Rodriguez drove him in both times - a double in the first and a sacrifice fly in the third.

Jimenez, whose previous outing was cut short by a leg cramp, allowed two runs and four hits to lower his road ERA to 2.16 in six starts this season.

``I thought he was terrific,' Tracy said. ``It took some touch and feel early on, but once he did, his mix of pitches was excellent.'

Huston Street gave up a hit in the ninth and got two fly balls to die in the strong wind to finish for his 23rd save.

Despite the walks, Burnett limited the Rockies to one run each in the third and fourth innings, on an RBI single by Helton and a run-scoring groundout to Ty Wigginton.

Helton hit a one-out single with the bases loaded, but Tulowitzki ended the threat with a double-play grounder to Rodriguez.

Wigginton grounded out to third for a 3-2 lead after Giambi walked and Seth Smith doubled to open the fourth.

NOTES: Yankees RHP Bartolo Colon (hamstring), threw 31 pitches in his first bullpen session. He also ran sprints in the outfield for the second consecutive day and is scheduled to throw 50 pitches in a simulated game Monday. ... RHP Phil Hughes made his second rehab appearance. Starting for Double-A Trenton, he allowed three hits and one run in 3 1-3 innings. He threw 72 pitches, 42 for strikes.