You were laughing? Just be thankful that this cop didn't know what he was looking for, cause otherwise you would have been walking away with a $2500 fine for breaking a federal law. If I were you, I would count myself lucky and head to the nearest shop to get a CAT installed. Unless you want to wait for the next cop who will know what he's looking for.
Please, do everyone a favour and put that thing back on.
"Real revolution starts with learning. If you're not angry, you're not paying attention."