If you were speaking about the undifferentiated, unsubdivided month of February, you would certainly be well advised (as John Lawler observes in a comment above) to use in:
Something happened in February 2010.
Likewise, if you were speaking somewhat vaguely about the second half of February or the last two weeks of February, in (or during) would still be the best choice:
Something happened in [or during] the second half of February 2010.
But adding specific dates changes the situation significantly. Idiomatically, we don't say that something happened in February 22, 2010; we say that something happened on February 22, 2010. Similarly, we don't say that someone's birthday falls in Halloween, but on Halloween.
The fact that we're dealing in the example sentence with a stretch of 14 days would logically suggest that the "in" form (which is suitable for "the last two weeks of February") would also work here; but idiomatically it doesn't. Instead the specific, single-day endpoints of the specified period change the preposition that a native English speaker is likely to use. For example:
Something happened during the period from February 12 to February 25, 2010.
(for maximum clarity) or:
Something happened from February 12 to 25, 2010.
(for brevity, as Barmer says in a comment above) or:
Something happened on February 12–25, 2010.
(if the words are being telescoped for maximum compression in a news story).