Part of your answer depends on your state (read the RED text at the top of your screen).
But generally, the physician is not REQUIRED to tell the police of your activity. (You asked "Does a dr.
have to let law enforcement know"), but certainly can if they want.
The AMA provides what is called the 'Code of Medical Ethics' which states that the information disclosed to a physician during the course of the patient-physician relationship is confidential to the utmost degree and though not binding by law, courts have used ethical obligations as the basis for imposing legal obligations.
For more, read:
http://www.ama-assn.org/ama/pub/category/4610.html