I am not affiliated with any space agency. I do not have the resources to do so, but am I allowed to send a rocket to LEO without talking to any federal agency? Obviously that could be a danger to satelites and to the ISS, so I strongly suspect this is not allowed. What procedure does an individual have to follow to launch a rocket into LEO?
Short answer: No.
(if you live in the USA)
Long answer: Law is complex, but for a review of how things stood in 2005 check out: http://www.colonyfund.com/Reading/papers/NH_FAA_2005.pdf It's quite a good article on most of the relevant FAA regulations.
For more detailed reading see the Office of Commercial Space Transportation: https://www.faa.gov/about/office_org/headquarters_offices/ast/regulations/
And in particular this section about “Amateur Rocket and Commercial Space Operations”: https://www.faa.gov/air_traffic/publications/atpubs/AIR/air3101.html
However all this only applies inside the US, take a short trip into (or over, a la Stratolaunch) international waters and, as far as I know, you can do whatever you want.
There's a good answer on Quora that addresses regulation once you reach orbit: http://www.quora.com/Are-the-orbits-of-satellites-regulated-by-an-organisation In short: there isn't much apart from radio frequency that is regulated.
No. As ForgeMonkey notes, it's banned in the US. The same restrictions apply pretty much anywhere. The problem is that the necessary technology is essentially dual-use, with clear military applications.
Now not all countries are signatories to the various arms control treaties, so e.g. North Korean citizens aren't bound by these treaties. But in such dictatorships pretty much anything happens with government approval, and this certainly would.
Sea launches would be from a vessel, which still has to be registered somewhere. Trying to launch a rocket from an unflagged ship would very quickly draw all kinds of attention to you, including probably a few major navies.