In another development, 35 activists of Shiv Sena and Vishwa Hindu Parishad were detained when they tried to protest at the venue of the concert this evening in the state capital.
"Four persons have been arrested. They were demanding Rs 50,000 to ensure that the programme went off peacefully," Superintendent of Police, Gandhinagar, Virendrasinh Yadav said.
"These accused, claiming to be associated with a little- known outfit 'Hindu Seva Sangathan', had made phone calls to the organisers on several occasions before, and this morning they arrived at the venue seeking money," Yadav said.
Police lodged an FIR under IPC section 384 (extortion) on the complaint of the organiser Shanku's Water Park's employee, Hitendra Kumar.
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Meanwhile, VHP and Shiv Sena activist tried to protest at Khan's concert at Shantigram in Adalaj town of Gandhinagar district this evening.
Police said they detained 35 activists, who would be released after the programme is over.
On Monday, Shiv Sena activists had torn up a large banner announcing the programme.
Sena members said they will not allow Pakistani singers to make money in India when Indian soldiers and citizens were getting killed by Pakistan-backed terrorists.