CHICAGO - A U.S. air marshal removed himself from a Southwest Airlines flight Thursday after dropping a clip of bullets on the floor just before the plane was to take off, an airline spokeswoman said. The marshal arrived at Midway International Airport on a flight from Philadelphia and was boarding a flight to Kansas City when the clip fell to the floor, scattering bullets, Southwest spokeswoman Whitney Eichinger told the Chicago Tribune for a story on its Web site."Since he was no longer traveling incognito, he decided not to continue on the flight," Eichinger said, adding that no extra screening of passengers was necessary because officials determined the bullets belonged to the air marshal. "He picked the bullets up immediately."