What's the name of that movie where a killer dated a female cop?

I started watching it from where this woman (a female cop) shot this
guy at a store who had a gun (inside of a store). She shot him alot of
times, and was then suspended the next day from her job. The guy who
died, had other people laying down on the floor, and one of the guys
who were laying down happened to be a killer himself. The female cop
after shooting the suspect multiple times, fled the scene. And the
person who happened to be the sick minded killer throughout the movie
picked up the gun from the suspect who was shot at the store. He then
dated the female cop who shot the suspect, and liked the way she shot
the gun (or something like that). The female cop even slept with the
killer as he met her in the city while it was raining. Does anyone
have any idea of what I'm talking about? I need to know the name of
the movie. I would like to see it again. Thanks alot!!!