Get Busted for the first time
Easy to do.
Cops are the blue arrows that you can sometimes see on your mini map.
You can find them everywhere in the city. They also appear frequently during a race and at every time during a race against a "most wanted car".
During a race they will chase you automatically but when you are in "free roam" you need to commit an infraction in front of them. They react at speed limits, car accidents and obviously if you hit them.
So, just find a cop, hit him slowly or commit an infraction and STOP.
Wait for him and "BUSTED".