Spanish authorities have arrested five suspects in connection with the Madrid blasts which killed 200 people.
Angel Acebes promised total transparency in the investigation
Interior Minister Angel Acebes told a news conference three Moroccans and two Indians were being held.
The suspects may have links with extremist Moroccan groups, the minister said, but it was still too early to confirm this.
The news comes as protesters held an angry demonstration outside the office of Spain's ruling Popular Party.
BBC correspondent Richard Galpin in Madrid says the protesters - mainly anti-war campaigners - feel Spanish leaders were too swift to blame the Basque separatist group Eta for the bombings.
The demonstrators charge that the government downplayed the theory that it might have been al-Qaeda.
They say the government is scared of losing votes in Sunday's general election because of its unpopular decision to support the invasion of Iraq.
The arrests came as the first funerals for the victims of the bombings took place in the capital and across Spain.
The five suspects were arrested in different parts of the capital, and were handed to the country's High Court, which is in charge of investigating the attacks, the minister said.
"Early this afternoon, members of the National Police corps
made five arrests, three of citizens of Moroccan
nationality, two citizens of Indian nationality, and there
are two other Spaniards of Indian origin from whom
statements are being taken now," he said.
Mr Acebes said the men were believed to be linked with the sale and falsification of a mobile phone and SIM card found by police near one of the bomb blasts on Thursday.
The phone was inside a bag containing one of the bombs which failed to explode.
Mr Acebes assured the Spanish public that all lines of investigation were still open and he reminded Spaniards it had only just begun.
But he promised he would continue to make public every new piece of information.
Funeral services have attracted thousands of mourners
On Thursday a statement was sent to a London-based newspaper claiming that al-Qaeda was behind the bombings and some Arab commentators in London said they believed it to be genuine.
Most recently, a radio station claimed to have been told that investigators are "99% certain" of involvement by Islamic militants by an unnamed intelligence source, but this has not been confirmed.
Tears of a nation
The first funeral masses took place in the capital and other cities on Saturday.
Thousands of people turned up at cemeteries, funeral homes and religious services to mourn those killed.
In Alcala de Henares, the commuter town east of Madrid where the bombed trains had started their journeys, up to 1,000 people crammed into a gymnasium to remember some 30 local people killed.
"We have buried a son, 23 years old, a son full of his future," said one father dressed in black.
"We are all overwhelmed."
"Alcala is broken," said Mayor Bartolome Gonzalez.
In Tanatorio Sur, Madrid's biggest funeral home, lack of space meant coffins had to be placed in staff rooms.
Distraught families have been holding vigils.
"My son. Why?" one elderly woman sobbed.
The funerals continued throughout the day, with the last in the Basque city of San Sebastian scheduled for early evening.
On Friday evening up to 11 million people nationwide turned out in heavy rain to protest against the violence.