It appears that police actions may have precipated the violence. Money quote from a Thai source (via the Pundit):
Bangkok Pundit examins the protest and analyzes the Thai media's coverage of it. Here is a link to my own previous posts and research on General Prem Tinsulanonda.
"We did not expect a violent reaction," said Weng Tojirakan, one of the leaders of the United Front of Democracy against Dictatorship (UDD) that organised the demonstration. "This shows that we have hit a sensitive spot in attacking Prem, because they have reacted so badly."Dr Weng claimed the violence broke out when hundreds of police rushed the demonstration "like water from a burst dam," in an attempt to arrest the ringleaders who were making speeches outside Prem's house. The crowd prevented the arrests by fighting off the police and throwing rocks and plastic bottles at them.
Update: Pundit has a video indicating under-reported questionable behavior on the part of the police.