This line is from the 1999 movie "Anna and the King" starring Jodie Foster and Chow Yun Fat. The King asks Anna to dance a waltz and she nervously says that she hasn't done this in a while and wouldn't want for them to end up in a heap on the floor. To which he replies regally, "I am King. I shall lead." It's one of the many, many great small parts of a great movie.
It is set in Siam (Thailand) during British colonial influence - roughly in the 1860's. It's very poignant for today's times - with American warships cruising the coast of Myanmar (Burma) wanting to lend and deliver humanitarian aid. I can put myself in their shoes and have an issue with this - given our propensity for democracy by force.
It makes one long for another time in the world.