PRISTINA, March 3 (Reuters) - Kosovo Albanians demanding immediate independence from Serbia rallied in the capital Pristina on Saturday, three weeks after a violent demonstration in which two were killed.

About 4,000 hardliners marched past the headquarters of the United Nations mission (UNMIK), which has administered the province of 2 million since NATO expelled Serb forces in 1999, after Kosovo police riot squads agreed to remove road barricades.

Kosovo Albanian leaders had appealed to the organisers to call off the rally and said further unrest could deal a setback to the cause of independence, which they insist is on its way.

Hardliners detest a plan put forward by United Nations envoy Martti Ahtisaari because it provides for an open-ended period of European Union supervision once the U.N. leaves later this year, and does not specifically grant independence to Kosovo.

Demonstrators chanted "Self-Determination Now" and carried banners saying "Down with UNMIK". They demanded the release from detention of activist leader Albin Kurti, held since the fatal Feb 10 rally in which police opened fire with rubber bullets.

Serb and Kosovo Albanian negotiators held a final round of talks with Ahtisaari in Vienna on Friday, with still no hint of any compromise. Serbia rejects independence for Kosovo.

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