I've tried several different downloadable cars both with and without ELS. Generally the siren works but the lights do not come on. On some models the textures do not load at all, this last time it turned the police car into a slick top.

 

I use spark IV to add the cars and I've uninstalled/reinstalled the game multiple times.

 

This happens with every car I download so I think I'm doing something wrong?

 

Also when I turned the siren on the game crashed.

You have ELS installed but is the vehicle your using ELS enabled? some vehicles are not els enabled and the "extra" that ELS looks for won't be there.

 

If you do not have els and a non els car ususally use the / key on your num pad in order to get the lights to turn on.

 

If you do have els and els enabled cars use the "J" key by default to cycle through the modes from TA to Wig Wags to Code 3