The only game I can think of that sounds remotely like that is Traffic Department 2192.  You're a female character in the police force, though if I recall correctly it's not point and click.  It is a great game though!
http://www.the-underdogs.org/game.php?id=1179If this isn't it, could you tell us some more info?  Such as what viewpoint you play the game from (top-down, first person etc.), what KIND of shooter it is and roughly how long ago you played it.
[Edit: ignore how long ago, just read your other reply
Any other info would be great tho]