31 May 1901
King Dinuzulu kaCetshwayo of the Zulu Kingdom in northern Natal, which is now part of the Kwazulu-Natal province, refused to follow British instructions to take up arms against the Boer Republics during the South African War (Second Anglo Boer War). His reasons were that the war was between the English and Afrikaners only. It was after receiving a warning from Colonel Bottomley that under the current martial law he may be banished for such a refusal that he took direct actions against the Boer Republics. Initially, the Zulu Kingdom's involvement was restricted to protecting her borders against Boer invasions since the 31st of January 1900.  
References

 Evans, A.B., This Day in African History: 31 May, from African History, [online], Available at www.africanhistory.about.com [Accessed 31 May 2013]