Commit a crime until a yellow circle is shown in your map, wait for the cop to arrive and don't do any crime when the cops arrive. Keep an eye on them. After a while, there will be a dollar logo on top of their head that mean they can be bribe. You can do this trick if you want to kill someone, or you want to rob a bank. But if you kill a cop, the protection will be gone. The most easy way to find a corrupt cop is in the bank in the Cuba.