The march you are talking about was against crime and for peace I think. Not sure if that could be considered "political"--probably by some and in some countries. LOL I also doubt if you would get in trouble for marching in a save-the-animals march. Of course here in Mexico, almost everything is mixed with politics but I have never know anyone actually arrested and/or deported. And especially after Calderon's speech to the U.S. Congress, Mexico is being really careful how they treat their "aliens."