When you go in C:Program Files (x86)Rockstar GamesGrand Theft Auto IVcommondatacargrp.dat you can edit in which group a car is.
If you want the pony as a police car, you can edit that too.
police, police2, polpatriot, noose, predator, pstockade, nstockade, fbi, pony, # POPCYCLE_GROUP_COPS
I can't test it because my GTA crash every time i start it up. :(
English isn't my original language.