Pussy Riot members thank Madonna and burn portrait of Vladimir Putin Patrick Reevell

Russian musicians are to play at a benefit concert in support of the jailed feminist punk band Pussy Riot in St Petersburg on Sunday despite attempts by police to stop the event.

The gig comes after the free members of Pussy Riot released a video thanking western musicians such as Madonna and the Red Hot Chilli Peppers for their support.

The concert will raise money for the three members of the group jailed for two years last month for singing a protest song in Moscow's main cathedral that called for the Virgin Mary to cast out the Russian president, Vladimir Putin.

The owner of the venue for Sunday's concert, Igor Tonkikh, told the St Petersburg Times he had received threatening calls from the police and the local council saying they would send officials to check up on the venue. Sending officials to look for violations is a common way of pressurising small businesses in Russia.

Police initially said the concert could not take place as it was only 1km away from a monastery.

Although the police eventually relented about the concert going ahead, organisers still fear the event could be sabotaged. A local company refused to put up posters.

There are only a couple of big Russian groups set to play with most major stars in Russia refusing to appear or come out in support of Pussy Riot. One of the groups that will play is Televizor, who were banned in the 1980s in the Soviet Union for protest songs such as Your Daddy is a Fascist.

In the new Pussy Riot video, three group members in balaclavas are seen abseiling down an abandoned tower block in Moscow draped in a huge banner in support of the group together with photos of Putin and the Belarussian president, Alexander Lukashenko.

The members thank Madonna, Bjork, Red Hot Chilli Peppers and Green Day for their support for the group and vow to continue.

"We go on with our musical fight in Russia. Our country is dominated by evil men," they say, ending the video by setting fire to the huge portrait of Putin. "These men think it is illegal to call yourself a feminist and to sing punk music."