You can legally counter-protest. You can even sue to have the rally stopped, but expect to fail on First Amendment grounds. Some groups here in my hometown sued to stop a Klan rally. They failed in their effort. The rally happened, the Klan marched through a Black neighborhood, counterprotesters started throwing things, and then we had a riot on our hands. (Residents of the neighborhood had asked people to just stay inside and ignore the Klan, but offended people were offended.)
You do not have the right to never ever be offended. Really, you're best off ignoring or peacefully counterprotesting if a perfectly legal activity upsets you.

