While Tony is in the middle of questioning Melzone, he is interrupted by a legal aide claiming bail had been posted. In order for bail to be set for a felony charge, Melzone would have needed to go to bond court. That would not happen until the police had questioned and formally booked him for the crime. Since it's unlikely a town the size of Eastbridge would have a night court, Malzone would need to spend the night in jail and attend bond court the following morning so his bail could be set. THEN he would be able to post bail. Even if by some miracle he managed to avoid going to court, the police department would not have put in his paperwork for release until they had finished questioning him. Even a good lawyer couldn't circumvent those rules.