The group organizing the protest -- called Self-Determination -- opposes a UN plan for the province, which stops short of granting Kosovo full independence.
According to the plan, drafted by UN envoy Martti Ahtisaari, Kosovo would enjoy many of the attributes of an independent state, such as a flag, anthem, border police, and membership of international institutions.
But an internationally appointed official would retain supervision over the province, with the right to veto legislation and dismiss local officials.
Kosovo Albanian leaders had appealed to the organizers to call off today's rally and said further unrest could deal a setback to the cause of independence, which they insist is on its way.
Serbian and Kosovo Albanian negotiators held a final round of talks with Ahtisaari in Vienna on March 2 , with no hint of any compromise.
If the two sides remain unable to agree to a joint solution, Ahtisaari will send his draft proposal to the United Nations Security Council for consideration.
(compiled from agency reports)