Suspected Muslim hardliners had issued warnings to music shops to close in Tank, on the edge of South Waziristan, a tribal region where security officials have said al-Qaida-linked foreign fighters are hiding.
One policeman was injured when a protester opened fire to resist arrest, another police official said.
As the violence raged in Peshawar, fighting flared up in the eastern city of Lahore for the second straight day.
Some 1500 students surprised police by staging an unannounced rally outside Punjab University, said Chaudhry
Shafqat, a senior police official.
Shafqat said the students beat up a police officer and disrupted traffic on a main road. He said: "It all happened suddenly, and we are trying to control the situation."
On Tuesday, thousands of protesters went on a rampage in Lahore, burning Western businesses like McDonald's, KFC and Pizza Hut restaurants.
Two people died and police detained 125 people.
Violent protests also erupted in the capital, Islamabad, on Tuesday. More than 1000 students forced their way into a heavily guarded enclave housing foreign embassies.
They damaged cars and a bank building, but were quickly expelled from the area with tear gas and water cannons.
Western outlets including KFC
were torched by rioters
Naeem Iqbal, the Islamabad police spokesman, said 142 students were arrested for disrupting the peace, damaging property and disregarding orders to disperse.
A violent protest happened on Monday in Peshawar, where thousands of students marched around the city and broke windows.
The cartoons first appeared in Denmark's Jyllands-Posten newspaper and have been reprinted by newspapers around the world, mostly in Europe.
Many Muslims regard any depiction of the prophet as blasphemous. Newspapers publishing the pictures, however, have asserted their news value or the right to freedom of expression.