Thousands of U.S. Marines stormed deep into Taliban territory in an Afghan valley on Thursday, marking the start of a major new effort by the Obama administration to regain the initiative in the war.

The Marines met little resistance on day one of Operation Khanjar, or Strike of the Sword, to seize almost all the lower Helmand River valley, heartland of the Taliban insurgency and the world's biggest opium poppy producing region.

One U.S. Marine was killed and several others were wounded during the day, the Marines said in a statement, adding that they had not received any confirmed reports of civilian casualties or damage to property.

The Taliban vowed that thousands of militants would fight back against the offensive by U.S. forces backed by Afghan and British troops.

The Marines said they anticipated violence would rise in the days ahead.

"I expect we are going to see enemy pretty soon," said Captain Junwei Sun, commander of a unit which moved into the village of Sorkhdoz, where old men crouched in clusters on the road, worrying prayer beads and observing the Marines.

"You come in pretty heavy, with helicopters and stuff, they do not want to test us. But I expect once we settle down they will try something," Sun said.

"It's always like that. The calm before the storm. Then we take care of the storm."

U.S. SOLDIER BELIEVED CAPTURED

Also on Thursday, the U.S. military said a soldier had been missing in southeastern Afghanistan since Tuesday, before the operation in Helmand began, and was thought to have been captured by militants.

A Taliban commander, Mullah Sangeen, told Reuters by phone from an undisclosed location the soldier was taken as a patrol walked out of its base in Paktika province and would only be released when the U.S. military freed Taliban fighters.

In swiftly seizing and holding onto so much of the Helmand valley, U.S. commanders hope to accomplish what overstretched NATO troops had failed to achieve over several years, and help secure Afghanistan for an Aug. 20 presidential election.

But launching such a bold operation carries great risk. A protracted, bloody fight could erode support for the war in the United States, among its NATO allies and Afghans.

Taliban fighters have had years to reinforce positions among the valley's irrigation ditches and canals but U.S. and NATO commanders hope a rapid, decisive victory in Helmand will prove the tipping point of the war.

Violence in the Taliban-led insurgency is at its highest since the militants' ouster from power in 2001.

The operation marks the first big test of Washington's new regional strategy to defeat the Taliban and its allies and stabilise Afghanistan.

In Islamabad, the Pakistan military said it was redeploying some of its border forces to block any Taliban fighters trying to flee the new offensive. Helmand shares a 200-km (130 mile) desert border with Pakistan's southwestern Baluchistan province.

The offensive came as the commander of foreign forces in Afghanistan, General Stanley McChrystal, held talks in Rawalpindi with Pakistani army chief General Ashfaq Kayani, a Pakistani military official said. He did not give any details.

TALIBAN STATEMENT

The Taliban said in a statement one of their fighters had been killed and two wounded. Quoting spokesman Qari Mohammad Yousuf, it said "11 foreign troops were killed and wounded."

Britain's Ministry of Defence said in a statement two British soldiers were killed in an explosion in central Helmand on Wednesday in a related operation preceding Khanjar.

In southeastern Zabul province, Afghan police killed nine Taliban fighters and discovered a tonne of explosives on Wednesday, the Interior Ministry said in a statement.

Waves of helicopters landed Marines in the early morning darkness throughout the valley, a crescent of opium poppy and wheat fields criss-crossed by canals and dotted with mud-brick homes. Entrenched fighters defied NATO forces there for years.

Marines also dismounted from armoured convoys before dawn and fanned out into the fields alongside the river as the sun rose.

About 4,000 Marines surged forward and thousands more were mobilised to assist them in one of the biggest operations by foreign troops in Afghanistan since the 1989 Soviet withdrawal.

The 10,000 Marines in Helmand Province, 8,500 of whom arrived in the past two months, form the biggest wave of an escalation ordered by Obama.

The U.S. president has declared the Taliban insurgency in Afghanistan and neighbouring Pakistan to be America's main foreign threat.

Large areas of Helmand have been outside government control. It produces the biggest share of Afghanistan's opium crop, which accounts for 90 percent of the world's heroin.