Update at 4:08 p.m. ET: The AFP news agency quotes a witness who says three men suffered "moderate" injuries during the shooting, which continued for about 10 minutes. He said that about 200 police were on hand and that they began firing as the procession of 600 to 800 people, including women, was about to conclude in the heart of the city. The march was held to demand that nine Shiite prisoners be released.

It's not clear whether police fired live rounds or rubber bullets.

Note that Saudi Arabia is eight hours ahead of Eastern Time.

Update at 3:34 p.m. ET: Police were lined up opposite the protesters, and gunfire followed stun grenades, AP says.

Today's rally was held by minority Shiites, who plan a "Day of Rage" Friday against the Sunni monarchy, which they say discriminates against them on economic and legal matters.

Last weekend, the government banned all protests and ordered thousands of troops into the Shiite-dominated east. The security ministry said all measures would be used to quell any unrest.

By Doug Stanglin

USA TODAY

Update at 1:52 p.m. ET: A witness in the eastern city of Qatif says gunfire followed stun grenades in response to several hundred protesters marching in city streets today, the Associated Press reports. The witness, speaking to the AP on condition of anonymity because he feared government reprisal, said police in the area fired. The witness saw at least one protester injured, according to the AP.

Earlier post: Saudi police fired at a rally after the government warned it won't tolerate protests, the Associated Press reports.

In Riyadh, the AP quotes witnesses as reporting seeing riot police and special forces with batons and tear gas, particularly around shopping malls and main roads, in advance of tomorrow's planned "Day of Rage" protests.