When he couldn't find one, police say he drove himself -- in one of their cruisers.
According to authorities, Segura walked into the Madison, Neb., Police Department and asked for a ride to Columbus.
An officer told Segura they don't provide rides, but would try to arrange a lift.
Segura went outside for a smoke.
Police say that's when Segura hopped into a cruiser and took off.
He was found at a rural home about 15 miles away.
A police shotgun was in the car -- making matters worse for Segura.
He's been charged with theft and being a felon in possession of a firearm.