Do not go talk with the police without a lawyer. If they are issuing an arrest warrant, you will need a lawyer any way. You do not want to talk with them to provide them with any ammunition. They will twist your words. Either post a cash bond or talk with a bondsman about posting your bond.
They don't have to keep you at the store, especially if they are unsure if you have done anything wrong. They will normally do exactly what they did which is confront you in the parking lot, get a name maybe license number and track you down. I have dealt with a similar situation where the client was returning items previously bought and was charged with shoplifting only to have the case dismissed after it was pointed out that the undercover employee's fabricated evidence.
If you feel you need an Attorney if you are in fact charged please feel free to contact our office.
Do not go in and talk to the police. If they are issuing a warrant you are going to need to get an attorney anyway and he or she will certainly advise you to not speak to the police. Hang on to the receipt and the merchandise. Make an appointment with and hire an attorney now to assist you in the process of getting yourself turned in on the warrant and getting you through the arraignment process. If a warrant has been issued already there is nothing you are going to say to the police that is going to prevent them from arresting you.