People who witnessed the incident said the refugees had crammed themselves into the train in southern Kosovo, with mothers desperately pushing little children through its windows and in some cases failing to get on themselves.
"Why would they stuff refugees on to a train, then refuse to let them off?" said Sandy Blyth of the Organisation for Security and Co-operation in Europe.
"What other reasonable conclusion can you draw but that this is psychological warfare?" The effect on their morale would have been devastating, he said.
The sound of explosions was heard from across the border shortly after the train began its return journey.
In Britain, the Home Secretary, Jack Straw, announced yesterday that another 1,500 refugees from Kosovo will arrive in Britain over the next 10 days.
The first of eight flights to Manchester airport was due to arrive last night, adding to the 1,000 refugees who have already reached the country in the past two weeks.
Groups of evacuees have been settled wherever appropriate accommodation could be found in Greater Manchester, Leeds, Leicester, Derbyshire and Glasgow but the Home Office's strategy will be to house the latest refugees in a geographical cluster in the north-west of England.
Mr Straw predicted that the refugees would be "received with the traditional hospitality for which the area is renowned".
He said Britain was "fulfilling its pledge to play a full part in accepting vulnerable people from the appalling conditions they are facing in the camps in Macedonia".
As Kosovo children began their first lessons at schools in Derbyshire and Glasgow yesterday, local authorities across Britain were preparing for the reception of up to 20,000 refugees in the coming months.
Meanwhile in Kukes, near Albania's border with Kosovo, the work of Task Force Romeo, the humanitarian arm of Nato's mission in Albania, was having less success persuading 120,000 Kosovo refugees that they should move again - this time south, away from the border.
Task Force Romeo (as in "R" for "refugee") consists of 1,300 troops, 30 of them based in a command centre in Kukes, whose job is to assist the United Nations High Commission for Refugees (UNHCR) and other agencies, primarily by transporting refugees and protecting the roads on which they might travel.
Some 40,000 people are living in tented camps dotted around the dusty border town, within Yugoslav artillery range, with at least 70,000 more staying in private homes.
The aid agencies say the refugees must move south, partly for reasons of security, and partly because Kukes (normal population 20,000) simply cannot sustain so many residents.
"We can be shelled today - that's a fact," said Lt-Col Jean-Pierre Goutsmit, of Task Force Romeo. "But even in the long term, 100,000 people living in these conditions is not good."
However, few of the refugeesare convinced by these arguments and UNHCR is managing to move out only 2,000 or so each day. Task Force Romeo is to assist in the operation.
The unexpected and unannounced arrival of the force has prompted much speculation about its aims - one senior aid official described Romeo as "a humanitarian Trojan horse", suggesting that Nato's aim was to move refugees out of Kukes to expand military operations against Yugoslavia.
The United Arab Emirates' contingent, which operates a refugee camp in Kukes, has built a dirt airstrip capable of taking C-130 transport planes. The Romeo camp overlooks the strip, but the facility is certainly not large enough to sustain any kind of invasion force.
Several critics have muttered darkly about Nato and its various governments making media hay out of the refugee crisis by "doing something" without consulting the UN about what is most needed.
Ray Wilkinson, a spokesman for UNHCR, would only say: "We are discussing with Nato their involvement in the humanitarian effort."Reuse content