Re: I'm not buying it
First of all, Europol is not an EU setup.
Are you certain about that? Again from Wikipedia:
The European Police Office (commonly abbreviated Europol) is the law enforcement agency of the European Union (EU) that handles criminal intelligence and combating serious international organised crime by means of cooperation between the relevant authorities of the member states, including those tasked with customs, immigration services, border and financial police etc.
And then later on:
Germany, with its federal organisation of police forces, had long been in favour of a supranational police organisation at EC level. It tabled a surprise proposal to establish a European Police Office to the European Council meeting in Luxembourg in June 1991. By that December, the Intergovernmental Conference was coming to an end and the member states had pledged themselves to establishing Europol through Article K.1(9) of the Maastricht Treaty.
I know that trusting Wiipedia implicitly can be a bit daft but I suspect that if any of the above was wrong someone would have put it right by now.