We are going through this process in Brazil, not Colombia, but we ran into a similar issue. On our US consulate site, I found information stating that we could indeed use police certificates issued online. my thoughts to you would be to go to your US consulate site (the consulate in your country) and look for information in regard to police certificates in your country. You can find a link to your consulate in the drop down menu found on this site:
http://travel.state.gov/content/visas/english/immigrate/immigrant-process/documents/Supporting_documents.html
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