A second Spanish policeman has died after being shot during a surveillance operation on suspected members of the Basque separatist group, Eta.
French police have been hunting for three suspects in the shooting
Fernando Trapero, 23, had been in a coma since he was shot on Saturday in the French resort town of Capbreton.
His colleague, Raul Centeno, died immediately in the same attack. Thousands of Spaniards marched in Madrid on Tuesday to denounce Eta.
French police have arrested a man and a woman over the attack, officials say.
The two suspects were arrested in the remote southern French village of Chateauneuf de Randon, a police official said.
Both were reportedly armed at the time of their arrest and said to be carrying a large amount of money.
A third suspect remains at large.
The two Spanish policemen had been on a surveillance mission with French colleagues when they were recognised by Eta suspects on Saturday, officials said.
Several thousand people attended the rally in Madrid
They were shot at close range by the suspects, who fled in a hijacked car.
On Tuesday, thousands of Spaniards paid their respects to the dead officer in Madrid under a banner which read "For freedom and the defeat of Eta".
Spanish Prime Minister Jose Luis Rodriguez Zapatero did not attend the rally.
He was present at the funeral on Sunday of the first policeman killed in the attack but was booed by some in the crowd who accused him of appeasing Eta.
His government's efforts to involve Eta in talks broke down last year as the group formally ended its ceasefire and renewed bomb attacks.
Eta has waged an armed campaign for an independent Basque state, spanning parts of northern Spain and south-western France.