Four protesters have been killed in the Yemeni cities of Sanaa and Taiz when security forces opened fire on pro-democracy protesters.

Anti-government protests have engulfed the country for more than two months.

On Tuesday, the UN Security Council was briefed on the situation in Yemen for the first time, but the UN body was unable to agree on a statement proposed by Lebanon and Germany expressing concern at the political crisis.

The Security Council met as a Yemeni government delegation headed to nearby Abu Dhabi, in the United Arab Emirates, for talks with the six-nation Gulf Co-operation Council over a proposal for Ali Abdullah Saleh, the president, to transfer power to his deputy to end the crisis.

The opposition held similar talks in Saudi Arabia on Sunday.

Susan Rice, the US ambassador to the United Nations, told reporters after the closed Security Council meeting that "there were several delegations that wanted instruction from (their) capitals".

Al Jazeera's Khadija Magardie reports.