NB: This cheat does not work when you drown or overturn your vehicle or when the police are still after you.
Go to take a ride in Rio day or night, choose any car when you start off you will be facing a set of traffic lights, do a U turn.
Keep going all the way up past 9 right turnings, then over the bridge, then the first right as soon as you land follow the right round then you will come to a lake keep following that around, then turn right when you can.
Follow the road right the way round eventually
before the traffic lights there will be a police station with barbed wire on it on the right.
Get out the car when you have found the police station (note it does not look like a police station).
Walk up to the police station door then press triangle then when you are inside go to the garage door and on the left there is a red button.
Press it and the garage door will open, walk out and there will be a massive house in front of you, then go up to the first door on your left
and press triangle.
It will say you have unlocked a cheat to activate the cheat, go to options, then turn your immunity