* Rice says Pakistan must cooperate in Mumbai attacks probe

* Mullen urges Pakistan to broaden fight against jihadis

* Zardari says he doubts surviving gunman is Pakistani

* India police say find explosives in Mumbai train station

By Sue Pleming

NEW DELHI, Dec 3 (Reuters) - U.S. Secretary of State Condoleezza Rice urged Pakistan on Wednesday to cooperate "fully and transparently" in investigations into the Mumbai attacks that have upset India-Pakistan relations.

India said the 10 militants who rampaged through its financial capital killing 171 people were not only from Pakistan but were also controlled from within that country.

If Pakistan fails to act swiftly against those responsible, India has threatened to pull out of a nearly five-year-old peace process between the nuclear rivals.

"This is the time for everybody to cooperate and do so transparently, and this is especially a time for Pakistan to do so," Rice told a press conference in New Delhi.

Separately, the top U.S. military commander flew into Islamabad urging Pakistan to broaden its campaign against jihadi groups following the attacks in Mumbai.

Admiral Mike Mullen, the chairman of the U.S. Joint Chiefs of Staff, urged Pakistan to "investigate aggressively any and all possible ties to groups in Pakistan" and "take more, and more concerted, action against militant extremists elsewhere in the country".

Rice also warned India not to take action that would provoke "unintended consequences". Analysts have warned that an escalation in military tensions in South Asia could distract Pakistan from the battle against militants on its Afghan border, or undermine its civilian government.

About 10,000 protesters blocked traffic in Mumbai and shouted slogans in the biggest public expression of anger so far since the attacks. Most of it was directed at the government security failure, along with Pakistani involvement.

"I have come with my friends because we can not take it any more. The politicians must act, they must stop taking us for granted," trader Mahesh Patel said.

"Down down Pakistan, attack Pakistan!" some shouted angrily. "Hail India! Shame shame politicians!"

"ENEMIES OF PAKISTAN"

Rice cut short a visit to Europe and flew to India as tensions soared in South Asia. She is expected to visit Pakistan as well, officials in Islamabad said.

"We have to act with urgency, we have to act with resolve and I have said that Pakistan needs to act with resolve and urgency and cooperate fully and transparently. That message has been delivered and will be delivered to Pakistan," Rice said.

Later she added that even if "non-state actors" had carried out the attack, it would still be Pakistan's responsibility to take "direct and tough action" against them.

But Pakistan President Asif Ali Zardari told CNN that he had been given no tangible proof that the surviving gunman was a Pakistani, and that he doubted the Indian claim. [nN02294581]

Zardari also signalled he would not accept an Indian demand to hand over 20 of its most wanted men that New Delhi says are living in Pakistan, saying if there was any evidence, they would be tried by his country's judiciary.

"I don't want to get into the specifics of what Pakistan may or may not do, but I am going to take as a firm commitment Pakistan's stated commitment to get to the bottom of this and to know these are enemies of Pakistan as well," Rice said.

India has long said Pakistan is unable or unwilling to act against anti-India militant groups there. The latest attacks risk unravelling improved ties between the adversaries, who have fought three wars since independence from Britain in 1947.

With an election due by May, Indian Prime Minister Manmohan Singh is under pressure to craft a muscular response to opposition criticism, which has intensified since the attacks, that his ruling Congress party coalition is weak on security.

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Indian Foreign Minister Pranab Mukherjee said military action was not being considered but warned that a peace process begun in 2004 was at risk if Pakistan did not act decisively.

"I informed Dr. Rice there is no doubt that the terrorist attacks in Mumbai were perpetrated by individuals who came from Pakistan and whose controllers are in Pakistan," he said.

"There is a design to strike at the developmental, scientific and economic activity of the country," he said, referring to a series of attacks on Indian cities this year.

Congress party head Sonia Gandhi on Wednesday spoke at an election rally at the ceasefire line in Kashmir, a mountainous area over which India and Pakistan have fought for six decades.

"India wants peaceful relations with all its neighbours, but this should not be taken as a weakness," she said.

A deterioration of ties could also put U.S. counter-terrorism efforts in the region at risk -- Islamabad has said the tensions may force it to shift troops from operations against al Qaeda militants on the Afghanistan border to the frontier with India.

India and Pakistan were on the brink of a fourth war in 2002, just a few years after both demonstrated nuclear weapons capabilities, following an attack on India's parliament by Islamist militants.

They pulled back after frantic diplomacy by the United States and other allies. But analysts in New Delhi say India is unlikely to provoke a military escalation this time around, since this would only play into the hands of Pakistani hawks and extremists. (Reporting by New Delhi, Mumbai, Islamabad and Washington bureaux and Adrian Croft in London; Writing by Raju Gopalakrishnan and Bryson Hull; Editing by Simon Denyer)

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