BBC's Daniel Schweimler at the demonstration in Madrid's Puerta del Sol square

The march, several thousand strong, follows growing popular support in Spain for Mr Pinochet's extradition from Britain to stand trial for alleged genocide and torture during his 17-year dictatorship in Chile from 1973-90.

The Spanish government, which had been trying to keep its distance from the investigation, has called General Pinochet's regime "repugnant".

Many who escaped the former military regimes of Chile and Argentina live in Spain, along with the families of those who were killed or disappeared.

Two year inquiry

It was those families who prompted the investigation by Judge Baltasar Garzon into human rights abuses committed by the South American military.

Few though had expected that the two year inquiry would ever see Mr Pinochet arrested: now that he is, they are determined not to let him go.

Demonstrators are determined Pinochet will not get away

Judge Garzon has asked the authorities in Switzerland and Luxembourg to freeze any bank accounts in the name of Mr Pinochet saying he wants to ensure that General Pinochet would pay any fines or damages if he is eventually tried in Spain.

On Saturday Spain's El Pais newspaper reported that Judge Garzon had requested CIA and FBI documents from the US government on links between the Chilean and Argentinean military dictatorships in the 1970s.

The judge is currently working with British officials to prepare the formal extradition request.

Legal opposition

The 82 year-old general is being held in a private London clinic where he is recovering from back surgery.

On Saturday, more than 150 protesters stood in driving wind and rain outside the clinic, calling for him to be brought to justice. To the beat of drums and tambourines the protesters waved flags and chanted: "We want justice".

But in Chile, Pinochet also has his supporters

There is, however, some legal opposition to Mr Pinochet being tried in Spain, and judges will meet next week to decide whether Spain has the authority to try a foreign national for crimes committed abroad.

Meanwhile, the Chilean government has issued a formal request to the British Government to allow the general to go free.

The case has divided Chile with demonstrations of both pro- and anti-Pinochet activists frequently turning violent.

Foreign Minister Jose Miguel Insulza, who was himself exiled by General Pinochet for 14 years, has questioned whether it is worth the Spanish courts prosecuting a man of General Pinochet's age.