Kenya, June 12 -- Protesters took to the streets of the Kenyan capital on Thursday to vent their anger over the death of a blogger in police custody.

Albert Ojwang was arrested June 6 in Homa Bay in western Kenya and driven 400 kilometers (248 miles) to Nairobi for what police said was publishing "false information" about a top police official on social media. He subsequently died at the Central Police Station after "hitting his head against the cell wall," police said. Amnesty International and local activists have questioned that account.

The protesters occupied the road in Nairobi leading to the parliamentary building, where the national budget was due to be presented Thursday. At least two cars were set on fire in a street nearby, r...