Loyalists of Saleh, who has been in power for three decades, shot dead at least five people in Sanaa on Thursday and wounded 34, medics said.
"Yesterday he signs the agreement and today he issues orders. In what capacity is he giving orders?" asked Walid al-Ammari, a spokesman for the youth activists.
"He (Saleh) still orders killings and then appears to say don't kill," Ammari said.
"We will continue until we have toppled the rest of the regime," he said. "We did not start a revolution to keep half of the killers."
Hadi, Yemen's low-profile vice president for the past 17 years, is "just another arm of Saleh," Ammari said.
The shooting by gunmen in plain clothes came as tens of thousands gathered for a mass protest against promises of immunity from prosecution for Saleh and his family under the UN-backed accord signed with the parliamentary opposition.
The five killed were all gunned down by live rounds, said medics at a field hospital set up by protesters in Sanaa's Change Square, where they have been camped out since February.
An AFP correspondent said the anti-regime protesters came under fire as they marched towards the city centre, with the demonstrators blaming the attack on Saleh's "thugs."
The protesters chanted slogans against the Common Forum parliamentary opposition bloc led by the Islamist party Al-Islah which was the first to sign up to the plan drawn up by impoverished Yemen's wealthy Gulf neighbours.
"Common Forum, Islah, leave after the assailant," they shouted, referring to Saleh who is expected to travel straight from the Saudi capital to New York for medical treatment.
The 69-year-old sustained serious blast wounds in a June bombing of his residence and has already received extensive treatment in Saudi Arabia.
After the latest killings, the marchers returned to Change Square as pro- and anti-Saleh gunmen deployed across the capital, sending tensions soaring, residents said.
After nightfall Thursday, Yemen state TV flashed an alert claiming militias loyal to the opposition blocked roads between the country's eastern Marib province and the capital.
The announcement, citing unnamed sources, said anti-Saleh militias also blocked routes leading out of the northern towns of Arhab and Nihm, accusing gunmen of "harassing and intimidating" local residents.
In Yemen's second-largest city Taez, another centre of the protests against Saleh, "hundreds of thousands" took to the streets on Thursday with similar demands, organisers said, without reporting any early clashes.
The youths, who are the driving force of the protest movement in the face of a bloody crackdown that has left hundreds dead since January, are demanding Saleh and his family face prosecution and that the whole regime be dismantled.
Wednesday's agreement provides for Hadi to assume "all powers necessary... for organising early elections within a 90-day period" and at the same time reportedly grants Saleh and members of his family immunity from prosecution.
Rights group Amnesty International said granting such immunity "deals a serious blow to victims of human rights violations."
"Granting immunity as part of the transition agreement would deliver a hammer blow to accountability for human rights violations by blocking the investigation or prosecution of high-ranking officials," said Philip Luther, Amnesty International’s acting director for the Middle East and North Africa.
"Immunity leads to impunity. It denies justice and deprives victims of the truth and full reparations," the London-based rights group said in a statement.
Saleh's long equivocation over signing the Gulf transition deal saw the protests slide into deadly clashes between loyalist and dissident troops and tribesmen that have riven the capital and left the armed forces deeply divided.
The president's son Ahmed commands the Republican Guards, his nephew Yehya heads the central security services, and Tariq, another nephew, controls the presidential guard.
But two major army divisions -- one in Sanaa and one in Taez -- rallied to the opposition and have fought repeated battles against Saleh's loyalists, leaving scores dead.