How could we invade the United Kingdom?

If me and 10,000 other people (aprox) wanted to invade the United Kingdom, well overthrow, because we live there, what do we have to do? We can't just march round the streets killing people? Do we have to kill the queen and call myself the new King? Also, how would the police react to 10,000 people marching through a city with weapons unexpectedly? Thanks... I know it sounds odd, but im curious...