I do not shop at Wal-mart. I can barely stand 5 mins in that store. The people in my area are just trashy that all shop there. Its a mad house of rude, trashy people. I go to Target. Prices are similar enough and its just a nicer environment in my opinion. Try Target! You might like it better!
I also got away from Walmart years ago when I realized that they used to sell edited dvds and CDs. I'd buy a CD or a movie and it would be a 'beeped' out version. Sooo annoying! So I just stopped going there.
What happened to you is understandable for the store, but definately annoying for the customers. Its a tough line. On one hand theft rates may be high enough that taking the precautions like locking up certain products is worth losing a few peeved customers. It does stink though!