Ferrero, roared on by the majority of a home crowd including Real Madrid and England soccer player David Beckham and his wife Victoria, saved two match-points on his way to digging out a 6-3 2-6 7-6 victory over South Africa's Wayne Ferreira, who was appalled by the public's behaviour.
Ferrero leads the ATP entry list by a few points from Roddick, who kept up the pressure on the Spaniard with a less passionate but equally close 6-1 6-7 7-5 success against Max Mirnyi of Belarus.
Roger Federer, currently ranked third and also in with a chance of finishing the year in top spot, had a much more straightforward 6-4 6-3 win over Spain's Alex Corretja.
To round off the day's play, Carlos Moya also saved a match-point on his way to a 3-6 7-5 6-3 win over the Argentine Gaston Gaudio.
The outstanding serve of the Swiss Federer, who won in Vienna last week, took him to victory in just 70 minutes against Corretja.
"I was happy just to get off to a good start," he said. "The ball was flying around out there."
While Federer won as easily as expected, Ferrero and Roddick were both pushed to the limit in their first matches of the tournament.
"CLASSLESS BEHAVIOUR"
Ferrero took just 32 minutes to take the first set but Ferreira raised his game to take control of the match, reeling off seven consecutive games to level the match and move 3-0 up in the decider.
Ferreira improved that to 5-2
Ferrero held his own serve and then capitalised as Ferreira's nerve failed him.
"I think people should be embarrassed," said the 32-year-old Ferreira. "It's a disgrace -- classless behaviour. They should be embarrassed."
Number two seed Roddick took exactly two hours to beat the big-serving Mirnyi.
The U.S. Open champion made an almost perfect start, taking the first set in 26 minutes with a series of forehand winners, but Mirnyi gradually found his serving rhythm in the second set and managed to hold the American at bay, eventually levelling the match with an 11-9 win in the tiebreak.
The third set followed a similar pattern to the second until game 11, when Roddick took a break point with a fierce return that forced a Mirnyi mistake on the volley.
"I was just trying to hang around in the third set," Roddick said. "Mirnyi is someone who's working his way up. He's definitely someone most players wouldn't want to play in the second round of a tournament."
Roddick was one of three 21-year-old Americans to reach the third round on Wednesday, joining Robby Ginepri, who upset German fourth seed Rainer Schuettler 6-2 6-4, and Mardy Fish, who saw off 14th seeded Spaniard Tommy Robredo 7-6 6-2.
Jan-Michael Gambill, a relative veteran at the age of 26, completed a perfect day for the Americans with a 7-6 6-2 win against Sjeng Schalken, the 10th seed from the Netherlands.