The activist who threatened to lead an armed march on Washington on July 4 has canceled the event but is urging people to converge on the 50 state capitols to protest gun regulations, according to his recent appearance on an Internet talk show.

“Please don’t come to Washington, D.C. Appeal on a state level,” Adam Kokesh, an Iraq war veteran, said in an interview Tuesday on “The Pete Santilli Show.” “We shouldn’t be begging the government to change. We should be hoping they respect our rights.”