What are the rules of the KKK?

The Ku Klux Klan has a strange ritual of Burning the Cross. This might be because the Satan didn't like the cavalry and crosses were a sing of the cavalry. Although, the Ku Klux Klan give an argument that they do it as the Christian Scots used to burn them to muster forces for war.

Sources:

http://www.johnnyleeclary.com/questions_on_the_ku_klux_klan.htm (Answer to the question: Why does the Klan burn the cross?)