Sounds like you need to send a version of your story to Save a Lot corporate explaining the horrible treatment you (as a long time customer of course) recieved because of this "security" guard they employ.
I assume others will pipe up about going after the cops for the (appearently) illegal detainment you suffered. This would be good too.
I would suggest to never wait for the cops, in my experience it never goes well. If the security guard isn't putting you under Citizens Arrest (because in 99% of the US security guards have no official authority) then explain that you will contact coporate about the issue and walk out. Unless you KNOW thw cops in your area are well schooled on OC, I expect them to enforce what they think is the law, not what the law actually is (hurray qualified immunity! >.< )
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