A videotape has been found suggesting al-Qaeda was behind Thursday's attacks in Spain, the interior minister says.
Some Spaniards are angry at the government's perceived swiftness to blame Eta
Angel Acebes said a man identifying himself as al-Qaeda's military spokesman in Europe claimed the Madrid attacks, which killed 200 people.
The tape's authenticity is not verified but some Spaniards are angered that the government downplayed an al-Qaeda link.
They accuse the government of being too swift to blame Basque separatists ahead of Sunday's general election.
Spanish Foreign Minister Ana Palacio told the BBC the Basque separatist group Eta was still a strong suspect.
But she added that Spanish police were not ruling out other possibilities, including a possible collaboration between Eta and al-Qaeda.
I would say that anything is possible in this dark, dark world of terrorists," she told BBC television's Breakfast with Frost programme
Three Moroccans and two Indian nationals are being held for the attacks.
In the video, a man speaking Arabic with a Moroccan accent says the attacks were revenge for Spain's "collaboration with the criminals Bush and his allies", the government said.
Spanish officials said the man called himself Abu Dujan al-Afgani, but the officials said the name was not known to the intelligence services.
Police found the video following an anonymous tip-off to a Madrid television station.
He mentions Iraq and Afghanistan in particular and says more blood will flow if the injustices do not end.
"You want life and we want death," he said in the tape.
The Spanish government backed the US-led invasion of Iraq last year despite polls showing 90% opposition to it from the Spanish public.
The Spanish foreign minister also predicted a high turnout in the poll, which went ahead despite the attacks.
"Terrorists aim at destroying our open society," Mr Palacio said. "I'm confident that Spanish people know that voting in general elections is the strongest sign of democracy."
There were queues outside some polling stations in Madrid before they opened their doors at 0900 local time (0800 GMT).
The video says the attacks were because Spain backed the US
This is the first time in the history of Spanish democracy that voters have gone to the polls at a time of national mourning.
Hours before the polls opened, people were already on the streets protesting against the government.
Thousands gathered outside the headquarters of the ruling Popular Party shouting "liars, liars" and "we want the truth".
But Mariano Rajoy, the ruling party's candidate to succeed Prime Minister Jose Maria Aznar, denounced the demonstrations as being in breach of election campaign rules and said unnamed political parties were behind them.
Opinion polls before the attacks suggested that the ruling Popular Party would win most votes but might not win a majority.
But the outcome is now impossible to predict.
The five men being held may have links with extremist Moroccan groups, the Spanish interior minister told reporters on Saturday, but it was still too early to confirm this.
Mr Acebes said the men were believed to be linked with the sale and falsification of a mobile phone and SIM card found by police near one of the bomb blasts on Thursday.
The phone was inside a bag containing one of the bombs which failed to explode.
Mr Acebes assured the Spanish public that all lines of investigation were still open and he reminded Spaniards it had only just begun.