would have doen the same thing. dd1 attempted to 'steal' a dvd from virgin megastore thing. in fact she picked it up and ran out full pelt out of the shop! i had to grab her (she was under 3 but only just IIRC), and bring her back the shop, where she handed it over to a staff member said sorry, then cried all the way home about wanting a dvd. tyhe one she picked up was one she already had.
now dd3, well she is very lightfingered. she is just 3, but however many times igo over and over it with her, she sees nothing wrong with grabbing stuff and trying to stuff it down the footmuff. fortunatly, she does know we have to pay for things now, so once i get to the checkout she does uncover her 'hoarde' if i havent spotted it before.