The group has destroyed Shia religious shrines in Egypt's northern cities of Qalyub and Alexandria, Al-Masry Al-Youm reported.
Protesters called on authorities to form a truth-finding commission to punish those responsible for the incident.
They have also formed local youth groups to protect the holy sites.
Earlier a group of religious leaders urged the Supreme Council of the Armed Forces to denounce the demolition of shrines.
The protests come weeks after Hosni Mubarak handed over power to Egypt's Supreme Council of the Armed Forces, which is headed by Defense Minister Gen. Mohammed Tantawi.
Shia Muslims in Egypt have remained a constant target of Wahhabi-inspired extremist groups and were discriminate against under Mubarak.
Wahhabism is an extremely intolerant interpretation of Islam practiced in Saudi Arabia, which gained momentum after the discovery of oil in the kingdom in 1938.
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