BAGHDAD (Reuters) - Thousands of Iraqi Muslims marched through Baghdad Tuesday, threatening violence unless U.S. troops withdraw from the country and venting their anger over body searches of women in the capital.

Many Iraqis welcomed the overthrow of president Saddam Hussein by the U.S.-led forces, but nearly eight weeks later, protests against the foreign military presence are growing and many say they want to run their country.

"We advise you to leave our country or you will make enemies out of us," said Shi'ite cleric Muaaed al-Khazraji in a speech through a loudhailer. "Please go home and we will be very grateful because you got rid of Saddam."

The protesters marched from a large mosque to the headquarters of the U.S-led administration chanting: "Down, down America! Down, down Saddam! Yes, yes for an Islamic state."

Some threatened to chop off the hands of any soldier who tried to search an Iraqi woman. Security searches are common at checkpoints in the city.

"It is unacceptable in Islam that a man searches the body of a woman. The American troops are doing that to our women," cleric Ali Baghdadi said.

The crowd carried banners and one read in English: "Saddam and America are two faces of the same coin."

"We call for setting up an Iraqi national government immediately," said Sttar Nsyyaif, 33.

Monday, Iraq's tribal leaders also told the Americans they could face war if they did not leave soon and thousands of sacked Iraqi soldiers had swarmed angrily around the U.S. headquarters in Baghdad.

Tuesday's demonstrators, both Shi'ite and Sunni Muslims, also protested about the detention of Jasim al-Saadi, a Shi'ite cleric, who was arrested two days ago by U.S. troops and released Tuesday.

They also criticized U.S. moves to disarm Iraqis as part of efforts to restore law and order after the war.

"We need these weapons to defend our country against the Americans and any other occupier," Nsyyaif said.