While it is sometimes can be very difficult to escape the police in a live chase (and i hope you'll never have to be chased by the cops), at Grand Theft Auto 4, you probably can get away with it, and even have a good night sleep over it. The cheat: you will need to go back to your safe places: the safe houses. if you'll be able to do that, and save mode yourself, the cops will stop chasing you (unlike the real life..)