As I am myself partial to the roman catholic religion, it is with infinite regret that I am obliged to blame the Behaviour of any Member of it: yet Truth being I think very excusable in an Historian, I am necessitated to say that in this reign the roman Catholics of England did not behave like Gentlemen to the protestants. Their Behaviour indeed to the Royal Family & both Houses of Parliament might justly be considered by them as very uncivil, and even Sir Henry Percy tho' certainly the best bred Man of the party, as his attentions were entirely confined to Lord Mounteagle.

Jane is slyly speaking of the famous Gunpowder Plot. From what I have read Sir Henry Percy was not part of the plot, but his kinsman, Thomas was. Lord Mounteagle received a letter telling him to stay away from Parliament because it would "receyve a terrible blowe". Lord Mounteagle took the message to Robert Cecil and the plot to blow up Parliament was exposed. He letter said that the letter might be from [Thomas] Percy

For informal summation of the plot, try out the Gunpowder Plot Game at BBC History. You answer questions relating to the plot and if you don't answer correctly in the time limit Parliament goes Ka-Boom.

http://www.bbc.co.uk/history/games/gunpowder/index.shtml

For a more substantial summary you can visit the Gunpowder Plot Society's webpage.

http://www.gunpowder-plot.org/