There are several ways new countries can be founded. A larger nation can colonize a smaller one and change the name, like the British did with Rhodesia. The opposite can take place; a colony can rebel against its colonial masters, like the Zimbabweans did against Britain. Another possibly less bloody method is to purchase an uninhabited island and secede from whatever nation owns it. Owning land offers more legitimacy to the movement, and since no one was living on the island, the new nation may see less resistance from the government it formerly belonged to. You, however, choose the land-based secessionist route, and this version of nation founding can require the most finesse.
History shows this can be one of the bloodier methods of secession. Yugoslavia began to splinter after the death of its premier Josip Broz Tito, which led to war and genocide. The fall of the Soviet Union generated secession among former Soviet states, and Russia still wars with some of its breakaway nations, such as Georgia and Chechnya.
Like these other splinter states, your country Romalia's already on the path to statehood. You have a population, government and land, the three generally accepted criteria for nationhood [source: Foreign Policy]. Next, a declaration of independence should be written and submitted to your former government. It will likely be surprised by this announcement. This surprise may be quickly followed by anger once the federal government realizes you're serious.
Luckily, Romalia is protected by the United Nations rules concerning unprovoked attack and invasion [source: Foreign Policy]. Since you've established Romalia by the book, other governments' tanks can't simply roll in. These rules kept Kosovo and Montenegro from being invaded by Serbia in 2008 and 2006, respectively.
Finding allies who either want the natural resources found in your nation, commiserate with your plight or both is also helpful. If your Roma population has a homeland featuring a government run by their people, contacting this nation would be a good move. Not only could it potentially provide military support, the government could also provide official recognition.
Being internationally recognized as independent by other nations legitimizes a state. You'll be sad to find that international politics is similar to the high school social strata that got you here in the first place. Hanging out with the most popular or toughest nations gives your country immediate credibility. Those states deemed unimportant are left to fend for themselves. They may be harassed by bully states and forced to trade with neutral countries like Denmark.
Romalia can be left to languish if it doesn't enter the world stage. The best way to achieve this is through membership in the United Nations. Applying for membership is surprisingly easy; getting in can be a chore. To apply, a country simply has to write a short letter asking for acceptance to the U.N.'s Secretary General [source: Foreign Policy]. Member nations can easily block acceptance by vetoing your membership. It's best to try to remain friendly with as many nations as possible to increase the likelihood of being accepted as a member.
Remember to instruct your Secretary of State, Jim, to print currency for Romalia. Be sure to back it with something; the Republic of Molassia in Nevada backs its currency with chocolate chip cookie dough [source: Chicago Tribune]. To attract foreign investment, you may want to back your currency with something more substantial (like a precious mineral). With foreign cash, you can build an infrastructure and amass an army. Those jerks from high school are never going to know what hit them.