Story highlights The prime minister orders an investigation into the clashes

Protesters marched from Taiz to Sanaa

Yemen has been engulfed in anti-government ferment for months

Five people are killed in strikes on AQAP positions

At least 10 people died when security forces in Yemen's capital assaulted thousands of marchers with gunfire, water cannons, and tear gas Saturday, eyewitnesses and activists said.

"Everyone here is screaming, blood and tear gas (are) everywhere," protester Murad Merali told CNN. "Saleh's forces are shooting with snipers. They are blocking streets and attacking women, tearing their hijabs. It's a war zone out here, smoke is everywhere. Soldiers also have batons."

Vice President Abdu Rabu Hadi called on security forces to evacuate the area of the protests and not harm the marchers in any way, a senior official in the vice president's office told CNN.

But Mohammed al-Qubati, a medic in Sanaa's Change Square, said 10 people died and dozens were injured.

The marchers hailed from the southern city of Taiz.

They walked 155 miles, or 250 kilometers, to the capital over four days in what was billed as a Life March.

They highlighted their dissatisfaction with the part of a power-transfer agreement that gives departing President Ali Abdullah Saleh immunity from trial.

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The protesters demanded an immediate transfer to democracy, no compromise with Saleh, and trials for all people responsible for violence against peaceful demonstrators over the last year.

Yemen has been wracked with protests throughout the year, with demonstrators demanding the departure of Saleh and calling for democracy. Opposition to Saleh's rule led to the presidential power-transfer agreement. Under the deal, signed in November and brokered by the six-nation Gulf Cooperation Council, Saleh has agreed to transfer power into the hands of a coalition government.

Ali Hashem, a marcher, told CNN that people were shot in the head and he blamed ruling family forces for targeting "unarmed youth activists."

"We will continue marching and bullets will not scare us away," he said.

Ala'a Jarban, an activist in Sanaa, said the marchers came under attack because they were on a road that led to the Presidential Palace.

"There are a lot of security forces out. Security forces were afraid the marchers would get too close to the Presidential Palace and they started attacking them. They used tear gas," Jarban said.

Al-Qubati said the medics in Change Square don't have the capacity to treat all of the injured and hospitals are treating them. He said bullets were fired "directly" at peaceful protesters.

"The death toll will increase by nightfall," he said.

Prime Minister Mohammed Basindwa ordered the Interior Ministry and the Defense Ministry to launch an investigation into the clashes, according to a Yemeni government official who is not authorized to speak to the media.

The Life March is designed to demonstrate "the will of Yemeni youth who aspire for freedom and building a civil state. It is a true manifestation of the peacefulness of the uprising and the nobility of its goals," the group said in a statement on its website.

The marchers stopped in various cites for rallies and celebrations during their four-day walk.

"This is really bad because the Life March has been through different cities for the past four days. Everybody knows it's peaceful. They weren't attacked before. And now they arrive in Sanaa and are attacked," Jarban said.

Saleh, while unpopular with many Yemenis, has been an ally of the United States in the war against terrorists, particularly al Qaeda in the Arabian Peninsula.

Yemeni air forces attacked killed five people Friday in attacks on AQAP positions in Abyan province, security officials said.

The officials confirmed that U.S. drones were involved in attacks over a 48-hour period targeting Nasser al-Wahayishi, a senior AQAP leader. Al-Wahayishi's house was hit by a drone and his brother was killed, the officials said.