"We will continue with this for a few more days," said Ram Sharan Mahat, a leader of the Nepali Congress and one of many opposition politicians co-ordinating the campaign from hiding.
"If this does not work, we will change our tactics."
A shoot-on-sight curfew was imposed on the capital on Saturday to thwart a protest called in the city centre by Nepal's seven main political parties against the king's absolute rule.
The latest demonstrations and a nationwide general strike began last Thursday in an attempt to force King Gyanendra to step down and hand power to an all-party government.
The strike, backed by Maoist insurgents, had been due to end on Sunday but was extended indefinitely as stringent security measures prevented big rallies against the king.
"The United States calls upon the king to restore democracy immediately"
State Department spokesman
In recent days three people have been killed and more than 300 wounded in clashes after security forces opened fire on demonstrators using rubber bullets and teargas and beat them with batons.
Troops also had beaten four Nepali journalists as they worked on Monday, one local TV channel showed. Oppposition parties say about 1,500 protesters have been arrested.
Paris-based media watchdog Reporters Without Borders said 97 journalists had been detained and 24 wounded across the country since the protests began.
Meanwhile pressure on the Nepalese monarch was also intensifying from outside the country.
On Monday the US State Department issued a sharp rebuke to the king over his handling of the protests, saying the decision to impose direct palace rule had failed "in every regard".
Opposition parties say about
1500 protesters have been held
"The king's continuing failure to bring the parties back into a process to restore democracy has compounded the problem," Sean McCormack, the State Department spokesman, said in a statement.
"The United States calls upon the king to restore democracy immediately."
Human rights group Amnesty International also urged the royal government to rein in security forces, saying it feared an increase in violence in the coming days.
"Restricting peaceful demonstrations by ban orders and curfews and arbitrarily arresting hundreds of people only inflames an already volatile situation," the group said in a statement.
The king says he was forced to take absolute power after politicians failed to quell a violent Maoist revolt directed at toppling the monarchy. The revolt has killed more than 13,000 people in the impoverished country.