It is definitely two different attacks, and each of them is resolved separately, even though they are both granted by one standard action use of a power.
Consider this illuminating passage (PHB, pg. 268):
"An immediate reaction might interrupt other
actions a combatant takes after its triggering action.
For example, if a power lets you attack as an immediate
reaction when an attack hits you, your action
happens before the monster that hit you can take
any other action. If a monster has a power that lets
it make two attack rolls against you as a standard
action, and the first one hits, you can use an immediate
reaction before the next attack roll."
This clearly indicates that two attacks as part of one power are, in fact, separate and distinct. They do not occur at the same time, as you're allowed here to take an immediate action in between them. The fact that an immediate reaction is the example given, rather than an immediate interrupt, is especially significant.
(From the same page):
"Reaction: An immediate reaction lets you act in
response to a trigger. The triggering action, event, or
condition occurs and is completely resolved before
you take your reaction, except that you can interrupt
a creature’s movement. If a creature triggers your
immediate reaction while moving (by coming into
range, for example), you take your action before the
creature finishes moving but after it has moved at
least 1 square."
The point is specifically made here that an immediate reaction may only occur after a triggering action is completely resolved. Thus, any series of rolls which were, in fact, all part of one "attack" or "action" would not be interruptible in the middle by an immediate reaction. However, the first quoted paragraph above states that you can, in situations where there are actually two separate attacks combined into one action.
This would clearly apply to Twin Strike, even if Combat Challenge granted only an immediate reaction. As it grants an immediate interrupt, it is even less in question that the fighter's interrupting attack can occur in between the separate attack rolls of a multiple-attack power, such as Twin Strike. Obviously, this doesn't apply to the use of close or area attacks, as in those cases, the attack rolls are actually occuring simultaneously against each target in the affected squares.
Two attacks, separate and able to be split even by an immediate reaction, which normally only happens after an action is "completely resolved". In order to avoid provoking the Combat Challenge interrupt of the fighter, both of the two separate melee swings would need to "include" him, which in this case would mean targetting only him. The moment you use one of those two distinct attacks against a different target, the fighter may make his immediate interrupt, regardless of whether or not you used your other attack against him.
The fact that the two separate attacks are both granted by a single standard action use of a power is irrelevant, as the quoted text about immediate actions clearly shows that multiple attacks within one power are not simultaneous and do not constitute one unified action, but rather a chained series of distinct actions which may be broken into at any point if a triggering condition is met.
