American tennis star Andy Roddick has been knocked out of the third round at of Spain beat Gilles Simon of France 7-5, 6-2, 6-3, while fourth seeded Russian Nikolay Davydenko topped another Frenchman Marc Gicquel 6-3, 6-2, 6-3.
Henin beat Italy's Francesca Schiavone, 7-5, 6-4. Williams, seeded seventh, beat Victoria Azarenka of Belarus, 6-3, 6-4.
But 2006 champion and former world No. 1 Amelie Mauresmo of France fell to Australian Casey Dellacqua, 3-6, 6-4, 6-4.
Third seed Jelena Jankovic of Serbia also made it through to the next round, but needed three sets to get by France's Virginie Razzano 6-2, 4-6, 6-1. Fifth seeded Maria Sharapova dominated fellow-Russian Elena Vesnina 6-3, 6-0.
Eleventh seed Elena Dementieva of Russia easily beat Israel's Shahar Peer, 6-2, 6-0. And 12th seed Nicole Vaidisova of the Czech Republic beat Japan's Ai Sugiyama of Japan, 6-3, 6-4.
Also in men's play, eighth seed Richard Gasquet of France was a four-set winner over Russian Igor Andreev 6-3, 6-2, 4-6, 6-4. Russian Mikhail Youzhny, the 14th seed, was a straight-sets winner over Croatian Ivo Karlovic 6-2, 6-4, 6-2.
Some information for this report was provided by AFP, AP and Reuters.