Not a particularly helpful answer to the OP stating that a record check is not needed as the police are watching you!

Recent legislation means that now the vast majority of provinces require a Criminal Record check from the applicants home country. I had to get one last year despite being in China already seven years at the same employer.

I cant speak for South Africa but for England I had to apply to the Disclosure and Barring Service. It was all done online, the certificate then sent to my parents who sent it to me. I would first make enquiries with your Embassy but I rather suspect it will have to come from your local police in SA. How you go about obtaining such a document when outside your country I am not sure but no doubt the SA police have it detailed on their website somewhere.