...is the holding cells in DMSE. You're right that the PPC almost always simply kills the Sue, but The Department of Mary Sue Experiments keeps them under lock and key long enough to, er, observe them and their habits. In that case, the length of a Sue's stay depends as much on her individual traits as her actual crime.

As Cass said, the only "jail" the PPC has is for their own agents.

With a program of rehabilitation through torture! We could hire O'Brien from Nineteen Eighty-Four.

Maybe some of the Sues can be reformed with enough care.

it's run by the DIA, and is more a holding centre for Agents who get out of line - for more details, there's an episode dealing with that issue here:

http://docs.google.com/Doc?id=ddkcfxr6_75gp4fnbhq

However, I've never heard of any Sues being arrested. They're either killed or, if not bad enough for that, recruited and usually spend some time in FicPsych having their Sueishness trained out of them.