The CAA will stop you -- they require that you attend an approved course of study, whether integrated or modular, residential or distance learning. You can read all the JAR-FCL rules on the JAA.nl and CAA.co.uk websites.
According to JAR-FCL 1.160(a), an applicant for a CPL shall have received theoretical knowledge instruction on an approved course, at an approved FTO, or organisation specialising in theoretical knowledge instruction.