Police opened fire on demonstrators who threw rocks and set tents on fire near a military airfield in western Ghor province, said NATO spokesman Maj. Martin O'Donnell.
Two civilians were slain and seven others were wounded, he said.
Gunfire also killed one NATO soldier from Lithuania and wounded another, but it was not clear who shot at them, O'Donnell said. The Lithuanian Defense Ministry identified the dead soldier as Sgt. Arunas Jarmalavicius, 35, the first Lithuanian soldier killed in Afghanistan.
"We don't know if it was one of the protesters, an insurgent among the protesters or an insurgent sniper outside the protest. We have no indication that it was the Afghan National Police," O'Donnell told The Associated Press.
Ghor provincial police chief Shah Jahan Noori said about 1,000 demonstrators had gathered to protest the Quran shooting.
"Among these people were rebels who opened fire," Noori said, adding that 10 policemen were also wounded.
Provincial council member Ahmad Khan Rahimi was among the protesters and estimated the crowd at 2,000 people.
He said they chanted "Death to America!" and "America is against Islam!"
"We condemn the act of the soldier in Iraq against our holy book," Rahimi quoted the demonstrators as saying.
The U.S. military said Sunday it had disciplined the sniper and removed him from Iraq after he was found to have used the Quran for target practice May 9.
President Bush apologized to Iraq's prime minister for the incident after several U.S. military officials tried to soothe anger over the shooting of Islam's holy book.
There has been relatively little protest in Muslim countries since the incident, but similar perceived insults against Islam have sparked violent protests around the world.
At least 11 Afghans were killed in 2006 during protests over the contentious Prophet Muhammad cartoons published in Denmark.
Afghanistan is a Muslim nation where blasphemy of Muhammad and the Quran is considered a serious crime that carries the death sentence.
In other violence:
- In the southern city of Kandahar, a remote control bomb on a bicycle exploded as an Afghan army convoy was passing on Thursday, killing one soldier and wounding another, said police officer Wali Mohammad.
- In eastern Paktika province, a suicide car bomber hit a NATO convoy Wednesday, killing one Afghan civilian and wounding four troops, said NATO spokesman O'Donnell.
- Also in Paktika, two separate roadside bomb attacks targeting NATO convoys on Wednesday and Thursday left six troops wounded, O'Donnell said.
- In eastern Kunar province, insurgents fired heavy machine guns and rocket-propelled grenades at two separate NATO bases on Wednesday, killing a child and wounding three others, the military alliance said in a statement.
- In western Nimroz province, a roadside bomb hit a road construction company Thursday morning, wounding an Indian engineer, said Nimroz Gov. Ghulam Dastagir Azad.