There were exceptions. Normally you did not take up arms against any of those to whom you owned feudal service. This included your king, and any other noble you were obliged to be nice to. This was rarely a problem, as mercenary minded knights would typically go to a distant area to sign up. During, and after, the Hundred Years War, many English warriors went to places like Italy, Spain and Germany to serve as mercenaries. Many did quite well, especially if they lived long enough to get home with all the pay and loot they collected. Some did, some didn't. It was a risky business.