I said the same thing when the news broke, and O'Reilly reiterated my thoughts on his show that night. Unfortunately, his guest, a legal analyst, informed us that there is no legal provision for arresting the mayor in this situation. He had actually tried to find one before he came on the show, but to no avail.
It'll have to wait until a court orders the Mayor not to do it - then he can be arrested for contempt of court if he persists.