SANFORD, Fla. -

Hundreds of students walked out of a South Florida high school, and thousands of protesters are expected in Sanford on Thursday to call for the arrest of a neighborhood watch captain accused of fatally shooting an unarmed 17-year-old South Florida boy.

Police said George Zimmerman, 28, fatally shot Trayvon Martin last month. Zimmerman claimed self-defense and was not arrested or charged in the case. 

Hundreds of students left Carol City High School, which Martin once attended, and walked down streets in the area in support of Martin and in protest of the lack of an arrest.

"We decided to do this earlier, around 11, because, you know, we want justice for Trayvon. We were in the cafeteria, and everybody was talking about walking out of school after first lunch," said one student.

Students said the protest began a rally outside the school and grew into a walkout, with the protesters walking through the streets of Miami Gardens.

The students marched peacefully, arriving at the Betty T. Ferguson recreational complex at Northwest 199th Street and 29th Court. Some teens held Skittles and iced tea, items Martin had bought at a convenience store shortly before he was shot, while others carried signs saying, "Justice for Trayvon."

VIDEO: Walkout creates trouble for police

"He's one of us. He's a teenager who hasn't even lived his life yet," said one Carol City High student. "It just hurts us because that could have been us, too."

"Trayvon was just such a nice and loving kid. We're just out here just to protest and nothing more," said another student.

According to the Miami-Dade School Board, the school's principal did not give the students permission to leave school. They were only given permission to go onto the field.

The school board also said that Martin's mother called the school to say she does not endorse student walkouts. She urged them to attend organized rallies, sign petitions and pray.

On Wednesday, Martin's schoolmates at Krop Senior High School in Miami Gardens donned hoodies in remembrance of Martin, who was wearing a hooded sweatshirt the night he was shot. A "Million Hoodie March" was held in New York City by protesters demanding Zimmerman's arrest. 

The protests will continue at Thursday in Sanford, where the Rev. Al Sharpton was expected to join a "National Rally for Justice for Trayvon Martin" at 7 p.m. at Fort Mellon Park in downtown Sanford. 

Sharpton's mother died Thursday morning, but he said he still plans to attend the rally, despite his personal loss.

U.S. Rep. Frederica Wilson also plans to attend the rally.

The rally was originally planned for a 400-seat church, but officials decided to move the rally to make sure there would be room for everyone. 

Martin's parents also will attend the rally, after meeting with U.S. Justice Department officials.

At the Antioch Missionary Baptist Church in Miami Gardens, which Martin's family attends, 50 to 100 members gathered Thursday morning to catch a bus to the rally in Sanford.

VIDEO: Group travels to Sanford

At the time of Martin's March 3 funeral, members said they did not know what had happened, but now that they do, they want to be a part of the rally for Martin.

"My son is 17. He wears hoodies. There's no law against wearing a hoodie, and then he walks home from school. You know, you worry about going from home to school, school to home, home to school. If anybody's trying to attack him, if he's in trouble, he's innocent," said parent Tekah Hill, who is going to Sanford.

"It happens so often, and nothing is done about it," said Ruby Mosely, who is also headed to Sanford. "With the Stand Your Ground Law, it's so broad and so open that everyone feels like it's OK to kill and walk away with it, and no one gets charged with anything. This time, it's not going to happen anymore, because people are tired."

Some church members said they also plan to circulate a petition to protest the "Stand Your Ground Law."

Some question 'Stand Your Ground Law'

Florida is among 21 states with a "Stand Your Ground Law," which gives people wide latitude to use deadly force rather than retreat during a fight. The self-defense law helps explain why a neighborhood watch captain has not been arrested in the shooting death of an unarmed teenager.