You did the right thing in co-operating. Too many people take being challenged by a guard personally. A Security officer has no more authority than any other citizen in most states, although there are some states that make special provisions for retailers guards enforcing thefts from their places of business. Most guards or LPI's (loss prevention Investigators as they are called now) will stop you and ask something like "did you forget to pay for something sir?" If you were to say "no" and keep walking, they had better be certain you have taken an item illegally before detaining or searching you or you can sue for violation of your civil rights, but if you refuse to co-operate and say you had said "no just leave me alone" and you did not have a stolen item on you, then the retailer still has the right to refuse to sell to you next time you come into his establishment and he can also put a trespass order on you so that you are not allowed on the property again and you would be arrested and charged for trespass if you did enter. I think you did the exact right thing by co-operating, saves alot of time and hassle on everyones part. Just remember this next time, Losses from retail theft and shoplifting are all passed on to you the consumer which makes everything you by a hell of a lot more expensive, by having Loss prevention controls in place the retailers are just trying to control those losses which actually saves you and I (the honest, hardworking schmucks) money in the long run. Hope this helped.