Haiti's interim government has blocked publication of results from last week's presidential election until an inquiry into fraud allegations is completed.
Protesters allege electoral authorities have rigged the result
Front-runner Rene Preval said "massive fraud" had probably denied him an outright victory in the vote.
He warned of more protests if partial results - which would require a run-off if confirmed - were published as final.
On Tuesday night, local TV showed what appeared to be hundreds of charred votes at a rubbish dump in the capital.
Many of the ballots appeared to be marked in favour of Mr Preval, prompting protests from his supporters at the scene.
Crowds later marched through the streets of the city, chanting Mr Preval's name and denouncing the alleged fraud.
According to a UN spokesman, the ballots could have come from any of nine polling stations ransacked on election day.
Spokesman David Wimhurst said the ballots may have been placed at the dump to suggest fraud had taken place, the Associated Press news agency reports.
The leader of the Organization of American States is due to visit Haiti on Wednesday to try to calm tensions.
Jose Miguel Insulza is expected to meet political leaders and members of the electoral commission.
The unrest in the country has led to the cancellation of commercial flights.
Former South African Archbishop Desmond Tutu, who spent four days in Haiti, was airlifted to the Dominican Republic in a military helicopter.
Mr Preval was once an ally of ousted former President Jean-Bertrand Aristide and has inherited his following among the poor.
He insists he has won the vote but partial results suggest he is just short of the 50% needed to be elected outright.
His supporters allege the vote has been rigged by the Haitian elite, which is suspicious of Mr Preval's links to Mr Aristide.
"We are convinced that either massive fraud or gross errors stain the [electoral] process," Mr Preval said on Tuesday, in his first public comments since the protests began.
He urged his supporters to continue demonstrating "but in respect of the rights of others".
"If they publish the results as they are now," Mr Preval said, "we will oppose them, the Haitian people will also oppose them, and there will be protests."
Following his comments, the government announced it would hold an inquiry into the fraud allegations.
The interim president's chief of staff is quoted as saying he expects the investigation, which will include members of the government, electoral commission and Mr Preval's party, to release its findings within three days.
"The government will play the role of referee in this commission," Michel Brunach told the AFP news agency.
Haiti - the poorest country in the Americas - is choosing a 129-member parliament as well as a new president.
BBC Americas analyst Simon Watts, reporting from Miami, says the Haitian authorities seem to be damned whatever they do.
He says they risk sparking more unrest if they conclude Mr Preval is short of a majority - but declaring him an outright winner could look like a fix.
On Tuesday, barricades of burning tyres and branches remained on roads in Port-au-Prince.
The UN Security Council has renewed the mandate of its peacekeeping force in Haiti for at least another six months.
The 9,500-strong mission, established in 2004 after President Aristide was forced out of power, is under Brazilian command.