I think that certain rules can be viewed as glorified when broken. Look at street racing for an example. People already finding the thrill of racing cool, mixed with the pain in the ass of going to a track, you have a potentially dangerous combination. Mix that with media showing it as the coolest thing possible, marketing it to younger people, etc..
I don't think anyone thinks that jaywalking is the rockingest rockin to ever rock. (Uber.. this is NOT a cue to say "Jaywalking rocks." You either, Mr. Flak! ) I think the rules that are labeled as cool generally have to do with things like drugs, underage drinking, traffic and car laws, and even stealing.. these are generally things seen as awesome in younger ages.
It's my impression that once you get older, you don't view whatever you do as "cool", if you break a law it's just an act, necessary or otherwise, and if there's no consequence than yay.