The incident happened Monday afternoon at Ashland and Roosevelt.
FBI agents say 52-year-old William Tapes was trying to steal hubcaps from an SUV in a parking lot. When he got into a car there was an effort to stop him, but investigators say Tapes drove toward an agent, who opened fire.
The vehicle crashed a short time later, and the driver fled from the scene.
Tapes surrendered to investigators Thursday. He is being held without bond.
