If I have learned nothing else in this life, it is to let the fucking nuts talk.
The KKK, these fucks, any para-military group, the list goes on. They are like small kids. When they are making a lot of noise, screaming, breaking their toys, you know whats going on. The moment you realize it has been quiet in the house for more then 5 minutes, you worry and scramble to find out whats going on. That's when you find them shaving the cat, or flushing you car keys down the toilet.
These groups feed on people frothing about them. If the KKK wants to march, let 'em. The secret is don't go there and yell at them. That's what they want. Same with the Westboro Baptist "Church" asshats.
So yes, let them "protest". It is the right of the people of America to do so. However, don't be surprised when you get shit thrown at you, you can't buy a car, or you find strange things happening to you.