Are police still required to say something when they arrest you? If so, what are they supposed to say?
Yes. Police are required to provide what is called your Miranda rights. This is from the Supreme Court case of Miranda v. Arizona. It requires that you are told you have the right NOT to speak, and to understand that if you do, it can be used against you in a court proceeding. You have a right to legal representation by an attorney before speaking to the police and to have an attorney present during any questioning regarding this arrest now or in the future. Furthermore, it provides that you are notified that if you cannot afford an attorney, one will be provided for you.
It is critical that everyone arrested be read his or her Miranda rights. If you feel you were detained or arrested without being read these rights, you should speak with an attorney to understand the legal ramifications that may apply to your case.