They are contacting the ACLU, and lawyers, from what i've read on the website. Everyone says they had the permits, and everything was totally legal.
They say the cops took their permits when asked to show them. So i'm guessing they will have to find copies of them to prove it.
Another link this one is from the fox news. It has a guy talking about what he saw go on.
http://www.sallad.org/media/fox13.mov