The European Social Forum, an annual event, carries the slogan "another Europe is possible" and some participants displayed their disgust at the current world order by resorting to violence on Friday.
Around 100 protesters threw rocks at police and broke windows on Friday at a demonstration near the Triangeln shopping mall in the centre of the southern Swedish city.
A police officer said no one had been injured in the protest, which was finally broken up following charges by police.
One person was detained for public drunkenness, according to an AFP journalist at the scene.
The violence followed a demonstration organised by a group called Reclaim the Streets, which attracted some 700 participants who spray-painted graffiti in the city centre before dispersing.
800 people joined the march which passed off peacefully and caused only minor traffic disruption in the area.
A 25-year-old man was arrested on suspicion of raping a 20-year-old woman in the Möllevången area of the city. The man was part of the march when he was arrested by police and taken in for questioning.
The European Social Forum opened in Malmö on Wednesday evening and continues until Sunday. The forum features four days of debate, seminars, demonstrations and activities. 20,000 people are expected at a demonstration on Saturday against capitalism and the destruction of the environment.