You're browsing the GameFAQs Message Boards as a guest. Sign Up for free (or Log In if you already have an account) to be able to post messages, change how messages are displayed, and view media in posts.
Just stand still with your gun in its holster. They'll fire a shot at you, then arrest you but to be honest, It's not all that good. You'll get a very short cut scene of being in jail, then you'll get released.