Albany Police shot a man in the leg on Sunday morning after they believed he was going to shoot at them. It happened around 7:50 a.m. at 150 Third Ave. near Sloan Street, police said. Albany Interim Police Chief Brendan Cox said at a news conference that the incident began when a man around 20 years of age came into the South Station reporting that his mother’s boyfriend was threatening her with a handgun at her apartment.