The men had appeared at the rally wearing T-shirts with the logo of a disbanded police unit suspected of involvement in the 2003 assassination of Prime Minister Zoran Djindjic.
Several hundred people took part in the rally in the town of Krusevac, about 150 kilometers southeast of Belgrade. The newly-formed volunteers' group will be named after a medieval Serb leader, Lazar, who died in a battle against the Ottoman Turks in Kosovo in 1389.
The UN Security Council is expected this month to consider a plan drafted by a UN envoy to give Kosovo supervised independence. Serbia opposes the plan.
(B92, dpa, AFP)