If you lack protection in the game, then this mod from winject should interest you. It allows you to carry a police shield in one hand, which provides excellent protection against bullets. With such a shield, you can easily attack the enemy without fear of dying under return fire.
The shield only works with a pistol and a police baton. Control:
"O" — take out/remove the shield;
"Insert" - restart the script (must be used after changing character).