SANFORD, Fla. -

The Rev. Al Sharpton said his National Action Network will "move to the next level" if George Zimmerman is not arrested in the shooting death of Trayvon Martin.

Sharpton called for an escalation in peaceful civil disobedience and economic sanctions, although he did not say what those sanctions might be.

Turner Clayton, the Seminole County chapter president of the NAACP, reacted immediately to Sharpton's warning, saying, "We hope that the citizens of Sanford will govern themselves accordingly. We are not calling for any sanctions, against any business or anyone else. And, of course, what Rev. Sharpton does, that's strictly the [National] Action Network.  We can't condone that part of the conversation, if that's what he said."

Thousands of people from across the country joined the NAACP on Saturday for a march and rally in Sanford, the city north of Orlando where Martin was shot and killed last month.

"They will have to make a judgment as to whether they want to follow the mission of the NAACP or follow what the Rev. Sharpton said," Clayton declared before the march.

Clayton said that the rally showed the special prosecutor that "we are interested in what happened, and we're not going to stand by and let them do something that the people of Sanford will not accept."

Saturday's rally began with a march from the Crooms Academy to the Sanford Police Department on 13th Street.

Zimmerman, a 28-year-old neighborhood watch leader, shot and killed Martin, 17, last month, in a gated community in Sanford.  Zimmerman claims the shooting was in self-defense.

[SEE THESE? Mug shot hall of shame | Events more likely than lotto win]

Watch Local 6 News for more on this story.