Just had a glance at the South Wales Police main page, and unlike Avon and Somerset i can't see any obvious link to any ride along scheme, my best idea for you would be to contact your local stations (or as local as your area permits, ie ignoring the village station and trying your local town/city) and either visit them personally, or make some enquirys by phone.
If you've already filled in an application, see if you can find who gave it to you, and then make your enquirys to him/her, i remember back when i first filled in my one for A&S, i was contacted by a Special who arranged all the details with myself and the Inspector of the station.
Best of luck and let us know how you get on, I'll be only happy to help and i'm sure everyone else will be to!