What kind of legal protection do British private investigators receive?

We see US investigators on TV and in film get away with breaking into places, even shooting people, but I was wondering what kind of protection their counterparts in the UK get? What kinds of things is a British investigator allowed to do under law? If they discover that a death has occurred, are they considered a suspect? Are they legally allowed to break into places? What kind of force are they allowed to use in apprehending people?