Members of the crowd yelled "Death to the biggest terrorist" and "long live Islam".
It is the second demonstration since the Farah province assault last Monday.
A demonstration in the provincial capital, also called Farah, on Thursday turned violent as protesters threw stones and police fired shots.
The killings are said to be the largest single loss of civilian life since US-led forces entered Afghanistan to overthrow the Taliban rulers of Kabul.
A joint investigation by the US military and Afghan forces has acknowledged that "a number" of civilians died in the incident, but is yet to give a full account of what happened.
Hamid Karzai, the Afghan president, is under increasing pressure over the US military presence in the country, and over deadly aerial bombardments in particular.
On Saturday, he repeated his call for the US to end air strikes.
The US has apologised in the past for civilian deaths due to air raids and has promised to take measures to avoid a repeat of the loss of life.