According to this story from The Guardian in London,

“Home Secretary David Blunkett has refused to grant diplomatic immunity to armed American special agents and snipers travelling to Britain as part of President Bush’s entourage this week. In the case of the accidental shooting of a protester, the Americans in Bush’s protection squad will face justice in a British court as would any other visitor, the Home Office has confirmed.

“The issue of immunity is one of a series of extraordinary US demands turned down by Ministers and Downing Street during preparations for the Bush visit.”