Anti-American protests erupted in Afghanistan for a third straight day on Thursday to protest against the burning of copies of the Koran at a US-run military base, witnesses said.

More than 600 people chanting "Death to America" marched in the Laghman provincial capital of Mihtarlam east of Kabul, while about 300 students took to the streets in the eastern city of Jalalabad, AFP journalists said.

On Wednesday at least nine demonstrators were shot dead and dozens wounded in violent protests across the war-torn country, where the United States heads a 130,000 foreign military coalition trying to put down a Taliban insurgency.

The Afghan interior ministry blamed at least one of the deaths on "foreign guards of Camp Phoenix", a US military base in eastern Kabul attacked by protesters, but most were attributed by local officials to clashes with police.

US officials have apologised repeatedly for the burning of the Korans, which were sent to an incinerator pit at the Bagram airbase north of Kabul.

Afghanistan is a deeply religious country where slights against Islam have frequently provoked violent protests and Afghans were incensed that any Western troops could be so insensitive, 10 years after the 2001 US-led invasion.

US officials speaking on condition of anonymity told AFP the military removed Korans from the prison at Bagram because inmates were suspected of using the holy book to pass messages to each other.

A joint investigation team from the US-led International Security Assistance Force and the Afghan government visited the prison Wednesday to examine the circumstances surrounding the incident, ISAF said in a statement.

"This visit is an extremely important first step in resolving this issue, and I am grateful to President (Hamid) Karzai for his support in sending this group of representatives to assist us," said ISAF commander General John Allen.

"The only way we can demonstrate our sincerity to the people and government of Afghanistan is through our actions, and we are already taking measures to ensure this never happens again."