Here is an update:
I called the store to ask for the manager. I was told she was not in today but I got an assistant manager on the phone instead. I explained the situation and the first thing he said was that guns are not allowed in Wal Mart. I told him that open carry was completely legal and it is granted in the Wisconsin Constitution. He then said he wasn't sure of Wal Mart's policy, but that he would do some research and get back to me.
I got a call back and he said that Wal Mart does not have a policy on guns in the store, but since it was private property they can tell me to leave if any associate feels uncomfortable. I told him thank you for getting back to me and that was it.
I then put a call in to the regional manager to get his take on the policy. Until this is resolved I am not setting another foot into Wal Mart. I can't believe that people would feel uncomfortable with something with a law abiding citizen wanting to protect themselves.