JOIN USThree of the wounded were in a serious condition, according to medical sources. Policemen and security agents in civilian clothes Tuesday attacked the demonstrators while trying to prevent them from joining thousands of protesters who have camped out for weeks in front of Sana'a University, the epicentre of the demonstrations.
The security forces were "clearly given orders to disperse the crowd", Al Jazeera said.
The shooting comes few weeks after Saleh pledged to protect peaceful protesters.
Yemen has been rocked by protests inspired by successful uprisings in Egypt and Tunisia. At least 27 people have been killed in fierce clashes across the country between government loyalists and protesters.
Separately, around 10,000 protesters marched in the city of Dhamar, 60 km south of Sana'a, residents said by telephone. Dhamar is known for ties to Saleh and is the hometown of Yemen's prime minister and interior minister.
"Leave! leave!" the protesters shouted in Dhamar, just two days after Saleh loyalists there held a similar rally. Protesters also pelted a municipal official with stones.
Increasing protests fuelled by anger over poverty and corruption, and a series of defections from Saleh's political and tribal allies, have added pressure on the president to quit this year even as he pledges to stay on until his term ends in 2013.
Meanwhile, three prisoners at a Sana'a jail were reported killed and four others injured, an inmate told Al Jazeera by phone.
On Monday, around 2,000 prisoners staged riots, taking a dozen guards hostage.
The situation has not yet been contained, Al Jazeera said.
Anti-government protesters are angry at widespread corruption in a country where 40 percent live on $2 a day or less and where university graduates struggle to get jobs.
Yemen is also riven with regional strife, with Shia rebels in the north and separatists in the south demanding fairer political participation.