You have to stand directly behind the trunk facing it and you might have to wiggle yourself around till the prompt comes up. If you move the slightest you'll lose the prompt. The system is a bit finicky and very sensitive and you have to be in the right spot to trigger the prompt.
Also you may only be able to get a shotgun from a cruiser around town and not at an actual police station since there's cops outside looking. Although I was once able to steal an SUV when the two cops blue bubble wasn't in the area of the SUV so you may have to wait to not have any cops looking in your direction. --- AMD FX 8150 BE, MSi 990FXA-GD80, MSi HD 7950 TF3 3GB, 4x 4GB KHX DDR3 1600, Corsair TX850W, Corsair H100, Corsair Force GT 120GB SSD w/ 7 Pro 64, Antec DF-85
Yeah watch out at police stations. They don't like it when you steal a shotgun out of their trunk. A 10 minute chase/gun fight with them ending with myself in jail/hospital. Was fun none the less. --- i7 960 OC @ 3.7 GHz, Geforce GTX 295 1792MB, 6GB DDR3, 1000 Watt PSU, 1TB HD, Asus 23.6'' @ 1920 x 1080, Win7 x64
^ I quickly realized that if you ram the cars chasing you, the chase ends quickly as back up does not come after that initial wave of 2-3 vehicles. So I would just stop, wait for the cops to pass me, then ram them 2-3 times and I would no longer be chased. Never had a chase last longer than a minute. --- AMD FX 8150 BE, MSi 990FXA-GD80, MSi HD 7950 TF3 3GB, 4x 4GB KHX DDR3 1600, Corsair TX850W, Corsair H100, Corsair Force GT 120GB SSD w/ 7 Pro 64, Antec DF-85