There are reported to be some 200 masked demonstrators at the back of the march and police confirm that the otherwise peaceful march was disrupted by incidents involving paint bombs, fireworks and Bengal lights.
Several of the masked, black-clad hooligans rushed the barriers holding demonstrators away from the Baltisk Hallen arena where the match is taking place.
The first day of competition in the Davis Cup first round match passed off calmly and none of the forecast trouble and fighting occurred.
But police took no chances on Saturday with up to 1,000 officers on duty.
Saturday's march is being marshalled closely by a large police presence including a helicopter escort.
Rumours that neo-nazi and other extremist groups intend to infiltrate the march have kept police on alert.
The controversy over the match has been building for weeks and gathered pace when local politicians ordered that the match to be played behind closed doors.
Former Green party leader Per Gahrton claimed that the decision had already given demonstrators some success.
"We have been helped by brave politicians in Malmö. We thank them for that," Gahrton said.
As play was due to reconvene on Saturday the match stood tied at 1-1. Former Australian Open champion Thomas Johansson, 33, took four hours to give the Swedes a 1-0 lead thanks to a 6-7 (3/7), 6-4, 7-5, 4-6, 8-6 win over Harel Levy.
But Dudi Sela then saw off Andreas Vinciguerra 4-6, 6-3, 3-6, 6-3, 11-9 to
level the tie.