Basically, you go out and find an uninhabited island that is not currently claimed as the property of any country. Put up a building, design a flag, and give your new country a name. Print up stationery, and send out a couple of press releases announcing the "Protective Republic of Bob", and naming yourself as King and Supreme Ruler.
Next, start writing some threatening letters to the U.S. State department, in which you grumble about unjust treatment at the hands of the United States government. Copy the New York Times, of course. Finally, declare war on the U.S.
When the government sends a battleship to investigate (or garbage scow, as the case may be), make sure you have enough explosives on hand to eradicate your sole building. Fire on the ship, then set off your explosives.
Finally, issue a press release blaming the destruction of your beautiful kingdom on the wanton agression of the United States. Demand reparations. The government will be happy to help you rebuild. And, fortunately, war reparations are not taxable!
I believe North Korea is now playing out this scenario in real life. The parallels are just too eerie. I just cannot fathom what a country with a starving populace and an almost complete lack of material resources thinks it can accomplish by THREATENING the United States, other than as a blatent attempt to get shot at and demand reparations. Is there any other possible explanations for why they would restart their nuclear program? Does anyone on this planet really think the United States has even the slightest bit of interest in invading North Korea?
I don't see a happy ending for Kim Jung Il's little misadventure.