In 1885 after his time at the Royal Military College , Sandhurst he joined the Queen 's Royal Regiment ( West Surrey ) as a Lieutenant , and served in riot control duties in Belfast ( 1886 ) and the Third Burmese War ( 1886 â `` 87 ) . During 1885 , soon after attendance at the Royal Military College , Sandhurst he was commissioned into the Queen 's Royal Regiment ( West Surrey ) as a Lieutenant , and performed riot control duties in Belfast ( 1886 ) and served in the Third Burmese War ( 1886 â `` 87 ) .