Oh, don't get me wrong, Tattoobradley could have shut his mouth and drove away when the security guards first approached him. He was under no obligation to do anything they said. They are just private citizens as far as the law is concerned. If they prevented him from leaving, they opened themselves up to civil, and possibly criminal liability. The police officer is a whole different ball of wax. If a cop says "come with me", you better go with him. If a cop asks you who you are, you're better off telling him.

Now once a cop starts asking you questions other than "Who are you, where do you live, when were you born, and (possibly) what are you doing in this area?", you may be better off asking for a lawyer. Make no mistake about it, though. If a cop pulls you over, you are in a custodial situation. If you try to drive away, you will end up in cuffs in the back of his squad car.