The killing was caught on video and sent to the Arab satellite network Al-Jazeera, which said it was too gruesome to air.
"If we manage to save these boys, it will be our victory. Let's forget about all the political forces involved," said Alberto Bartolucci, a demonstrator who joined about 3,000 Italians yesterday in a march through Rome. Demonstrators called for peace in Iraq and the release of the three hostages.
The march followed a video broadcast on 26 April in which the captors threatened to kill the hostages in five days unless Italians demonstrated against their government's military involvement in Iraq.
The rally ended in St. Peter's Square. A spokesman told the marchers that Pope John Paul II was praying for the release of the hostages.
The Vatican opposed the Iraq war, as did most Italians, who want their 2,700 troops pulled out of Iraq.
But Quattrocchi's murder, and the fate of his security guard colleagues, has complicated the political equation on both the right and the left.
The hostage drama has intensified pressure on the conservative government of Prime Minister Silvio Berlusconi to bring the troops home, which he says he won't do. But it has also worked to divide the opposition, which does not want to give in to the demands of "terrorists" even as it seeks a withdrawal from Iraq.
Relatives of the hostages, who organized the march, tried their best to avoid appearing to give in to blackmail. They stressed the rally did not involve politics and was simply for "peace" and the release of their loved ones.
But even those who took part acknowledged they walked a fine line.
One of the most famous marchers was Dario Fo, a Nobel Prize-winner for literature. The left-wing playwright told reporters that demonstrators were in a delicate position.
"So what must you do? [We are told] to be careful, not to accept [the captors' demands]. But being told not to do anything is also blackmail -- being told not to do anything and to just let these people die and that this is none of our business [is also blackmail]," Fo said.
Meanwhile, some marchers made no secret of their politics, carrying signs of support for the Iraqi "resistance" and Palestinians.
But Bouriqi Bouchta, the Muslim imam of Turin, avoided any such message.
"It is a humanitarian message,” he said. “I am here to send a message that I hope will arrive in Iraq: to liberate the three Italians in Iraq. Because their liberation [would be a step toward] peace."
Berlusconi, one of Washington's staunchest allies, held a private meeting with relatives of the hostages following the rally.
He has said he is working behind the scenes to secure the hostages' release. But doubts about their fate increased last week after Berlusconi said he expected them to be released and then they weren't.
Italian media reports have speculated that Italy may be offering ransom money totaling several millions of dollars and that the kidnappers are seeking to extract even more cash.
Meanwhile, Iraq's small Catholic Chaldean Rite Church has said that it is involved in efforts to win the hostages' release. One of the church's senior clerics said recently that the three captives are in good health and could be released soon.
To coincide with the march, the left-wing opposition Green Party said they sent a video of other recent anti-war rallies in Italy to the London office of Al-Jazeera. The party's leader, Alfonso Pecoraro Scanio, told reporters that he hopes the video will persuade the captors to release the Italians.
"We decided to organize a video, and we went with this video to Al-Jazeera who decided to put it on TV. And in the video, we taped a small part of the big initiatives that Italy's peace movement took before the latest problems regarding our hostages," Scanio said.
According to a Green Party spokesman, Al-Jazeera has agreed to broadcast the video, probably today. The pan-Arab television channel yesterday broadcast images of the Rome march for about a minute, and then ran a headline on the demonstration.
Some 50 foreigners from several countries have been abducted in Iraq in recent weeks. Many have been released unharmed, but several remain in captivity.