The families of three Italians held hostage in Iraq led a march near St. Peter's Square on Thursday, after the abductors threatened to kill the captives unless Italians carried out a "huge demonstration" against the war.

The relatives described it as a peace rally and said they were not giving in to the captors.

A few thousand people marched from Rome's Castel Sant'Angelo (search) toward St. Peter's, many waving rainbow flags emblazoned with the word "Pace," or "Peace."

The march was comparatively small compared to previous anti-war marches here; one before the war drew about 1 million people.

"This protest is for peace and nothing else," said Patrizia Oliano, of Pompeii, who brought her family to the march. "We're not giving in to blackmail."

Jane Reynolds, a 47-year-old British technical writer who lives in Rome, characterized it as a protest against the war — although she hoped the hostages would be released.

"Obviously, nobody likes to be told what to do," she said. "But we don't consider this giving in to blackmail."

Four Italian security guards working in Iraq were abducted April 12, and the kidnappers killed one of them a few days later.

The Arabic TV channel Al-Arabiya showed a video Monday of the three remaining hostages, apparently in good health, and a message by the kidnappers demanding a demonstration in Rome to denounce Premier Silvio Berlusconi's (search) pro-U.S. stance in Iraq.

The government of Berlusconi, a conservative ally of President Bush, supported the conflict and sent 3,000 troops after Saddam Hussein was toppled to help in reconstruction.

"I don't think that Italy will leave three boys like this to die," Angelo Stefio, the father of one of the hostages, said on TV before the demonstration. "If we do not do this, perhaps it might be too late."

To coincide with the march, the opposition leftist Green Party said they had sent a video of recent anti-war demonstrations in Italy to the London office of pan-Arab television channel Al-Jazeera.

"The Italian people have been fighting for a long time against the war and for the withdrawal of our soldiers from Iraq — as you can see from these images," said a text accompanying the video.

Al-Jazeera said they intended to broadcast the video, probably on Friday, said Green Party spokesman Andrea Alicandro.