Witnesses said that they heard shooting near a cemetery in the Red Sea city and had seen about half-a-dozen people being detained. Protestors were seen running away chased by heavily-armed police down alleyways in Jeddah's old town.
The London-based group Movement for Islamic Reform (MIRA) had called for peaceful demonstrations in both Riyadh and Jeddah in support of a change in the ruling regime, which it accuses of corruption and deviating from the precepts of Islam.
The demonstrations coincided with the release of an audiotape, in which a voice claiming to be that of Al Qaeda chief Osama Bin Laden called on Saudi rulers to abandon power or face a popular uprising.
The tape laid the blame for unrest gripping the country on the kingdom's own regime, warning: "The people have awoken."
The authenticity of the tape, which was broadcast on a main Islamist site on the Internet, could not be immediately verified but the voice sounded like that of the Saudi-born top terror mastermind.
Earlier on Thursday Saudi interior ministry spokesman Mansour Al Turki had said that in Jeddah that "two people were arrested after they fired in the air from their car and are being questioned".
In Riyadh witnesses said around eight people were being questioned by police, who were deployed in the capital, with checkpoints on main roads leading to the assembly point announced on MIRA's satellite channel.
Dozens of buses packed with security men were sent in, while police cars and motorcycles cut off side streets, and helicopters hovered over the city center, an AFP correspondent said.
MIRA leader Saad Al Faqih said on Wednesday that the group was expecting "tens of thousands" of people to turn out, even though political demonstrations are outlawed under the strict laws of Saudi Arabia.
MIRA is the best-known Saudi opposition group whose avowed aim is a regime-change in the ultraconservative kingdom.
It managed to organize demonstrations last year in several cities of the oil-rich kingdom. A few hundred demonstrators took part in these rallies, which led to the arrest of more than 300 people, mainly in Riyadh.
Faqih said that he expected the Saudi leadership to mobilize its "anti-riot forces, special forces and national guard" on Thursday.
In a statement published in local newspapers, meanwhile, a group of 35 Saudi religious leaders and academics had warned people against taking part in the new protests, saying MIRA's call was "damaging to the interests of society and the unity of the country".
The signatories - among them a former member of a committee which draws up fatwas or religious decrees - acknowledged that the kingdom "needed serious reform measures".
But they said that these needed to be carried out without recourse to events that could trigger unrest. "Our country needs stability and solidarity given the current international circumstances and religious events," the statement said.
At the end of October 2003 Saudi security forces detained more than 70 people to head off protests called by MIRA, which is inspired by the same brand of conservative Wahhabism that reigns in the kingdom.
The exiled group has for the past several days broadcast a lengthy statement on its television channel, Al Islah (Reform), and posted it on its website, calling for protests aimed at a "total change of regime".
The statement paints a bleak picture of the situation in Saudi Arabia, saying it "holds the largest oil reserves in the world... but is transformed into a country heavily in debt".
© 2004 Agence France-Presse
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