Why are you going to all the trouble of going to the Embassy? I've always used the Thai Consul in Birmingham and done it by post. You only need send the visa application form, passport, couple of pics and a prepaid registered envelope for them to send it back to you usually within 3 days.
If you need a form give them a call and they'll fax or post one to you. They are very efficient and I've never had a problem or delay and got 5 or 6 visas in the last few years that way.
BIRMINGHAM.
Royal Thai Consulate Exchange Buildings, Stephenson Place, B2 4NN. Tel: 0121 643 9481
Thailand-UK - Thai Embassy & Consulates