The pre-dawn action follows reports that Mr Ocalan, Turkey's most wanted man, has been handed over to the Kenyan authorities after turning up in Nairobi.

In the Netherlands around 200 Kurds seized three hostages when they occupied the Greek Embassy in The Hague.

Ocalan supporters have also barricaded themselves in the Greek Embassy in London and broken into the United Nations Europe headquarters in Geneva.

A protester set himself ablaze in Athens

One protester in Denmark set herself alight outside the Greek Embassy in Copenhagen early on Tuesday.

Around 50 Ocalan supporters had also attempted to break into the embassy during the protest.

Reports said the woman was demonstrating against Mr Ocalan's possible extradition to Turkey which wants to try him on murder and terrorism charges.

Her protest followed another self-immolation by an Ocalan supporter in Athens who set himself alight on Monday over Greece's refusal to offer asylum to the rebel leader.

Greek statement

Mr Ocalan's appearance in Kenya follows a month-long mystery surrounding his whereabouts.

The Greek Government confirmed in a statement that it had provided him with a place to stay in the country, but did not know where he was now.

It indicated he had been staying in either the Greek Embassy or a diplomatic residence.

Abdullah Ocalan: Not wanted in Greece

The statement said: "The Greek Government, in order to help seek and find a solution to the problem of Abdullah Ocalan on a European level, granted him a place to stay in Kenya where he had travelled after his efforts to find permission to reside in various European countries."

It said Mr Ocalan left his place of residence on Monday and that the Greek authorities have since had "no information from Kenyan authorities as to where he is".

Death penalty

Mr Ocalan's Kurdistan Workers' Party, or PKK, has been fighting for 14 years for autonomy in Turkey's southeast.

Ankara blames him for around 30,000 deaths and has vosed to pursue him wherever he goes in order to bring him to justice.

The fugitive originally pitched up in Italy in November on a flight from Moscow. Rome refused to extradite him to Turkey on the grounds he could face the death penalty there.

The rebel leader left Italy on 16 January after failing to gain immediate asylum.

A fortnight later reports suggested he was zipping around Europe in a private plane in a bizarre search for a safe haven.

Mr Ocalan is thought to have tried to go to Holland to appear before the International Court of Arbitration to plead the Kurdish cause.

He was also said to have attempted to land in a host of countries including Switzerland, Greece and Serbia.

Political asylum

Mr Ocalan's Italian lawyers Giuliano Pisapia and Luigi Saraceni have issued a statement appealing to the Italian Government to "undertake a vigorous diplomatic intervention to protect the security and save the life of Ocalan".

They said they feared the Kenyan authorities might hand Mr Ocalan over to Turkey.

In a message to the Greek and European media published on Sunday, Mr Ocalan asked Greece and Russia to grant him political asylum.

A Greek Government spokesman, Dimitris Reppas denied Mr Ocalan had formally requested asylum and said he was not wanted in the country.

"If he came to Greece, the Kurdish cause would become part of Greek-Turkish differences and that would be no good," he added.

But Mr Reppas said discussions among European Union members were underway to settle the Ocalan and Kurdish problem. "The international community must look this problem in the eye," he added.