BELGRADE (AP)--Thousands of pro-Western Serbs marched and lit candles in memory of reformist Prime Minister Zoran Djindjic, assassinated five years ago Wednesday, and pledged to carry out his goal of joining the European Union despite resurgent nationalism. 

Djindjic, who launched a popular revolution in 2000 that helped bring down strongman Slobodan Milosevic, became Serbia's first democratically-elected prime minister after World War II. 

He was gunned down March 12, 2003, outside Serbian government headquarters by paramilitaries and mobsters loyal to Milosevic. The assassination dealt a major blow to Serbia's pro-Western reform efforts, and the quick collapse of Djindjic's government paved the way for nationalists to retake control of government. 

Five years later, Serbia remains far away from E.U. membership. Milosevic's loyalists are poised to return to power, having gained strength amid Serb frustration over Kosovo's declaration of independence last month. 

The split over whether Serbia should continue its European integration or defy the nations that have recognized Kosovo led to the collapse on Saturday of Prime Minister Vojislav Kostunica's government. Early parliamentary elections are expected May 11. 

Kostunica, a nationalist, insists Serbia must not join the E.U. unless the bloc confirms Kosovo is part of the country. On the other hand, the pro-Western President Boris Tadic, who is Djindjic's successor at the helm of the Democratic Party, refuses to tie the Kosovo issue to Serbia's E.U. future. 

Both Kostunica and Tadic paid respects to Djindjic Wednesday. Kostunica laid a wreath outside the government building where Djindjic was killed, while Tadic lit a candle on the slain leader's grave. 

In an illustration of support for the nationalists, posters appeared in Belgrade Wednesday honoring the 65th birthday of the most wanted Serb war crimes fugitive, Gen. Ratko Mladic, who is sought on genocide charges by a U.N. court.