This is what the manual says on page 8:
"It is legal to listen to almost every transmission your scanner can receive. However, it is illegal to divulge the contents of any transmissions you receive to a third party and there are some transmissions you should never intentionally listen to."
The "never listen to" are listed as telephone conversations, paging, and unscrambling encrypted transmissions.
Farther down it says you can divulge the contents with the consent of one of the parties. I wonder if things like EMS and Police would have an implied consent because they are public operations.