About the Show
A 5-point star is composed of 10 lines that zig-zag around in a circle. So the number of marchers you need will be divisible by 10 (e.g. 40,50,60).
1) Use the "O" key to make one circle of 10 marchers as your guiding points.
(Tip: Use Ctrl-O to make the top marcher aligned to the middle.)
2) Use the "+" Scale Marchers key to expand that circle into 2 circles: your inner points and outer points.
3) Connect the dots.
4) Clean the lines with the "I" shortcut. (Tip: Use Shift-Select to select lines easily).
You can use this same technique for stars with any number of points.