hidden, not flashing??? please explain?

By Hidden or Not Flashing I meant so on the lower left rader, the police cannot see you and you are not in sight of any police, so they aren't chasing you etc.

On the 4th step... How do you press start WHILE in the game store?

As Koalaski said, you get like 3 seconds to press Start, go to Online and Leave GTA:Online
It's tricky the first few times, but you get use to it, If your game is laggy and takes too long to load, it's pointless doing this glitch.