StDougal
I set up my ETrade account there last summer.
your application goes via their office in london alright but that caters for the European customers I believe.
There is a form you can download (pdf) from their website. You fill it out (along with the W-8BEN that is also in the same PDF) and send it in.
They process your application and you get notified of the login information by post. You can then wire your funds in (they have a few different mechanisms based on whether you are transferring in EUR, GBP or USD.....i recommend getting your bank to do the EUR-USD conversion over here and get them to wire it in USD)
The following link pretty much has the process in a nut shell along with a link to above mentioned pdf (see step one and click on europe)