Please don't pay to these people. Just agree to follow them to the police station and they'll leave you alone. I had a similar experience in Acapulco, except that I really didn't stop at a red light. When they see you wont give them any money they'll leave you alone.
BTW, at least in the San Luis Potosi state, the police can retain you car if you don't handle them your license. I don't know if this applies to other states.