Thousands of police in riot gear swamped central Belgrade to enforce an interior ministry ban on marches by Zajedno and students against alleged election fraud perpetrated by the ruling Socialist Party (SPS).
The police ignored a march through snowy streets by 5,000 students but were firm with around 30,000 Zajedno activists blocking a main street under the windows of the opposition headquarters in the city centre.
They forced the demonstrators into a pedestrian area at the nearby Republic Square, butting those who resisted with their shields and hitting them with batons.
The three Zajedno leaders said to be threatened with arrest, Zoran Djindjic, Vuk Draskovic and Vesna Pesic, addressed the demonstrators from a platform in the square. Mr Djindjic told the whistling crowd: "Can you imagine a country in which, after losing local elections, its president tries to provoke a civil war?" He added: "We will always manage to last one day longer than Milosevic. They simply cannot keep 20,000 police in Belgrade every day, but we can hold out for six months if necessary."
The Zajedno spokeswoman said 20,000 police equipped with water cannon were deployed in the capital to prevent a 37th day of opposition protests.
The United States and other Western governments have warned Mr Milosevic he risks economic reprisals and continued international isolation if he uses violence to restore order. He rejected a request for an emergency meeting from a US diplomat, Richard Miles, who saw the Foreign Minister Milan Milutinovic instead.
The Yugoslav Deputy Prime Minister, Nikola Sainovic, told journalists the authorities would not use violence but said "anyone who violates or questions the authority of the law will not be tolerated".
At least 58 people were injured in fighting between police, opposition and SPS supporters on Tuesday when Mr Milosevic held a counter-rally outside the Zajedno offices which flopped.