Yup, in the UK, you can't change your name to something that might infer a rank or title.
http://www.ukdps.co.uk/AreThereAnyRestrictionsOnNames.html
We will not accept an application for a name that:
* does not include at least one forename and one surname;
* is impossible to pronounce;
* includes numbers or symbols;
* includes punctuation marks - although you can have a hyphen to link forenames or surnames (for example, if you want a double-barrelled surname) and an apostrophe in the case of surnames like O'Brien;
* we consider vulgar, offensive, blasphemous or unsuitable;
* may result in others believing you have a conferred or inherited honour, title, rank or academic award, for example, a change of first name to Sir, Lord, Laird, Lady, Prince, Princess, Viscount, Baron, Baroness, General, Captain, Professor or Doctor etc.