1.) Get the object
2.) Put it under your pants (Stick into shoe, cover with pants)
2.1) Put under shirt (Stick in pants, cover with shirt)
3.) Make sure it's not obvious, or noticable at all
4.) Go buy something, maybe a few pieces of candy, and then start to walk out
5.) You will trigger the alarm, of course.
6.) Tell them Wtf? (Or something along those lines)
7.) If he searches you try to get out of it or you're just fucked.
Make sure it's worth it...