In the Parking Lot
Look people in the eye. Lose the victim vibe -- eye contact shows you're confident and in control.
Watch other shoppers. If you recognize someone suspicious from the store walking near you, return to the store to be sure he's not following you. When you get to your car, stay aware of your surroundings while you load your things. And don't overload yourself with bags; make two trips if necessary.
Ask for help. If someone makes you uneasy, go back to the store and ask for an escort. "Don't worry about how it looks or whom you're insulting," says Samantha Wilson, a safety expert and former police officer.