To leave a car engine on once you've left the vehicle, you have to do a few steps beforehand;
1. Punch into thin air.
2. Get into the car straight after (be quick)
3. Get out the car.
I'm sure other users probably know this but this is for you people out there that don't know about this, if this thread could be also pinned, it would be a lot easier for newbies to see this.