Sanaa, Yemen (CNN) -- At least five people were killed in Yemen when pro-government gunmen shot at anti-government protesters in the capital, medics in Sanaa's Change Square told CNN Thursday.
The violence came a day after President Ali Abdullah Saleh agreed to step down from power after months of protests against his 33-year rule. He became the fourth leader to leave office as a result of the Arab Spring unrest that has roiled much of the Middle East and North Africa this year.
Protests against the Yemeni government Thursday were bigger than some expected given Saleh's agreement to transfer power, with youth saying their demands have not yet been met.
At least 41 people were injured, including 27 from gunshot wounds and the others from baton beatings, medics said. Three of the wounded are currently in critical condition.
A senior Interior Ministry official denied that the government was responsible for the attacks.
"The protesters were attacked but they were not attacked by government forces. We will investigate this," said the official, who asked not to be named because he is not authorized to speak to the media.
The official conceded that many people were "angry that Saleh signed the power transfer proposal."
"Such attacks were expected, though we tried to prevent them," said the official. "The opposition is trying to damage (the) reputation of the current government. Anything that happens is always blamed against the ruling family without them even investigating the case."
Heavy gunfire continued for more than 30 minutes on Zubairy Street, when youth marched to condemn the immunity given to Saleh. They vowed to continue their revolution until Saleh is tried for his crimes.
"He is the reason for the deaths of more than a thousand innocent youth in Yemen this year and now the opposition wants to give him immunity," said Mohammed Mosleh, a youth activist who participated in Thursday's march.
"The government planned today's attacks," he charged. "We will not stay quiet..."
He said the opposition does not represent all Yemenis and should not have agreed to give Saleh immunity.
Protesters in Sanaa said they saw the gunmen escape the scene of the attack using government security vehicles.
Protests continued, meanwhile, in 15 provinces throughout the country.
Government forces also attacked protesters in Taiz province Thursday, eyewitnesses said, injuring three as they were marching calling for Saleh to face justice in the International Criminal Court.
"The killer must not be forgiven," youth protesters said in Taiz.