Natalie Hynde, daughter of Pretenders star Chrissie Hynde, and eco-protester Simon “Sitting Bull” Medhurst formed a “human lock” by the site entrance gate.
They were freed within a couple of hours and led into police vans.
Protesters fear the works could lead to fracking, the process of extracting shale gas from deep underground.
Their action has delayed energy firm Cuadrilla’s plans to start drilling at the woodland site.
Chief executive Francis Egan said the drilling would not pose a threat to the village of Balcombe.
‘We feel bullied'” We’ve no intention of ruining the countryside and we won’t ruin the countryside,” he said.
Mr Egan said the process would take about a couple of months and involve a six-inch hole in the ground, which he described as “not a major engineering activity”.
By the end of Tuesday a total of 23 protesters had been arrested by Sussex Police.
Campaigners at the site, who also fear the tests will lead to a large increase in the number of lorries in the area, have included human rights activist Bianca Jagger.
Kathryn McWhirter, from the No Fracking in Balcombe Society (NoFiBS), said local residents welcomed the support of protesters from outside the area.
“We in Balcombe feel bullied. Bullied by the oil and gas industry. Bullied by our government.
“We stand strong in the fight against this dangerous and misguided government policy.”
Activist Katy Dunne said people from the village had been bringing down cream teas, clean water, tents, and home-cooked meals.
“There has been a constant presence of villagers down here,” she added.
Fell to groundSeveral lorries went into the site on Wednesday as police officers formed a ring around the front of the vehicles to keep protesters away.
Some campaigners lined the road and turned their backs to symbolise their opposition to fracking.
Many held placards saying “Frack off”, “Kill the Drill” and “Frack for Sussex”.
After one lorry, campaigners fell to the ground in the middle of the road in unison.
On Tuesday, Supt Lawrence Hobbs of Sussex Police, said the protest had been peaceful, but looked set to continue.
Cuadrilla’s chief executive Francis Egan: “People’s views can and do change”
“It is clear that this protest looks like it may be going on for some weeks so we are moving from an initial response to preparing resources required from now.”
Supt Hobbs said the force was “mindful that the protest is having an impact on the local community”.
Cuadrilla would need fresh permission from the Environment Agency to carry out shale gas exploration using hydraulic fracturing, or fracking.
Campaigners fear this would then lead to potential water contamination and environmental damage.
Mr Egan said he accepted the right to protest, but it raised a wider issue about the willingness to exploit the UK’s natural resources.
He said: “We have certainly been delayed.
“There are a lot of protesters, we have no issue with peaceful protest in Balcombe, we respect people’s rights to do that.
“I think the wider argument is, frankly, is the UK capable of developing its own natural resources or not?”