chasenanatovich

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Shouldn't have gone in support anyway,

Yeah, you're definitely in vehicle selection mode, it's just not working right. Try really spamming left arrow key in that mode. Hit it for like 30 seconds. If it still doesn't work...do you have car mods installed, by any chance?
Also: Please edit your post instead of double posting.
Also: Mods, please move to LCPDFR support.

In FirstResponse.ini in your scripts folder, there is a line that says "PreloadAllModels = False". Try changing it to True.

You need to hit left and right arrows to pick a car. If none shows up, just hit the arrows a few times and it'll start appearing. Once you have selected the car you want, hit enter.

So what exactly is happening? From what I have so far:
1. You hit Alt+P, enabling LCPDFR
2. You go to a police station, enter, and go into the office to go on duty
3. You successfully select a player model, and are teleported back into the station
4. You exit the station
5. You just stand there, hitting left and right arrow keys, and no car shows up

Is this correct?

You first need to select the player before you can do anything else. There's a helpbox onscreen with the commands you need.