The march, organised by the opposition HRPP party, follows two on Upolu in the last 10 days.
Village chiefs of Salelologa, the site of a hall planned as the centre of the protest, decided at a meeting yesterday to stop the march from entering their village.
Large rocks and logs have been placed to block the village entrance.
A heavy police presence is in place.
The prime minister Fiame Naomi Mata'afa has called for peace.
The decision by the village led to the HRPP party changing its plans.
Instead of starting from Salelologa, they will now start from Lalomalava, with a special programme to be held in front of the former Prime Minister, the late Tofilau Eti Alesana's tomb.
The leader of the opposition HRPP party, Tuilaepa Sailele Malielegaoi, and its executive members and supporters arrived in Savai'i on Wednesday.