this comes up alot it would be good to get it from the police, smokey on ns is of the opinion its a legal obligation to follow the instruction so i beleive his advice to be true and correct, he is a cop so could be bias but i for one wouldnt be saying no thanks im not following you and i suspect 99.9% of people will say "bs i wont follow them either" until the situation comes when they stop you and say follow me you'll go "ok officer" cos im sure the alternative isnt pretty of objecting.
good luck if you do object - let us know how you go.