The 10-party Together for Macedonia coalition, led by the Social Democratic Union (SDSM), won 60 of the 120 seats in the parliament.
But as the results were revealed police raided the printing company which produced the election's ballot papers - Interior Minister Ljube Boskovski said 500,000 of the papers had been burned.
Provisional result
Social democrats - 60
Nationalists - 33
DUI - 16
Other Albanians - 10
The electoral commission denied the allegations, saying that the numbers of ballot papers and registered voters were the same.
Nato and European Union representatives have declared the poll free and fair.
The commission said the parties will have 48 hours to appeal against the results.
If it stands, the result will leave the Together for Macedonia without an absolute majority, and experts say it may be forced to ask the DIU to become a junior partner in a coalition government.
Backlash fear
After the results are finally confirmed, the parliament must convene within 20 days, after which President Boris Trajkovski will have 10 days to appoint a prime minister.
Experts say the SDSM's leader Branko Crvenkovski risks a popular backlash if he decides to strike a deal with the DIU, which is led by Ali Ahmeti, former leader of the ethnic Albanian guerrilla group.
Mr Ahmeti is regarded as hero by the ethnic Albanian minority, which has overwhelmingly voted for his party. And experts say any government without the DIU will be simply unworkable.
Row over peacekeepers
Meanwhile, doubts have been raised about the future of the international peacekeeping operation in Macedonia.
Nato is due to hand over command of the operation to the European Union on 27 October. But two senior diplomats, from Nato and from the EU, have told BBC News that Nato will probably have to stay on for another two to three months.
A disagreement between Greece and Turkey is stymieing EU attempts to forge a defence capability.
The operation, called Amber Fox, is a small affair - only around 700 troops, with the job of protecting international monitors in Macedonia.
But for the EU, the operation is deeply significant, as it would have become the moment the European security and defence policy came to fruition.