It was interesting seeing the Occupy Wall Street movement trying to occupy the stock exchange.
It would have been a lot more interesting if it had happened a couple of decades ago, in the days of floor trading. Imagine the last part of "Trading Places" with protestors on the floor screaming out fake orders.
What they should do now if they want to shut down the market is borrow as much money as they can (from a major bank), stick it in a stock account (at the same bank), and short everything. When the margin call comes, declare bankruptcy. A few million people doing that would have a much bigger effect than occupying the place.