There are a lot of anecdotal stories about amateurs being arrested for "listening" in on police frequencies. However, the true facts don't support the premise.
I'm not a lawyer, and I haven't read the NJ law, or any other law governing the use of mobile scanners, whether or not they are built into amateur transceivers. Speaking only for myself, I would never worry about being stopped or questioned, unless of course you're in the thick of an investigation making a pest of yourself. Fact is, if they arrested everyone who was violating the letter of the law with respect to mobile scanners, the powers that be wouldn't have time to chase real criminals.