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Okay folks, time to put some urban legends to rest. The devices at the front of stores are RFID sensors. They cannot be activated by any sort of magnet of magnetized item. They send out a short range radio pulse on a specific frequency. The "tag" that is affixed to items in the store can be a hanging tag, like at a leather store, but those are usually just die packs that rupture if you try to improprely remove the tag. That type is typically about three inches by one inch by 3/4 inch.
The type that you should be looking for is a strip about an inch long an 1/4 inch wide, or the other common style that is about one and 1/4 inches square. Both of these are basically flat, but the first type is about 2mm thick. These are USUALLY attached to the packaging for a given item in the vicinity of the barcode. This allows the tag to be fried by the system when it gets waved over that plate at the checkout. This disables the tag, which is basically a radio reflector that only emits a specific frequency.
Cell phones and other electronic devices cannot set off the alarms, but some retailers are putting the tags in the devices, because thieves have started removing the items from the packaging before leaving the store.
If you are clearly triggering the alarms, turn your clothes inside out and search every surface, including change pockets, between the pockets and the cloth on the inside. Check your wallet thoroughly. Check inside the battery compartment of your phone. Thoroughly check the holster for your gun. Remove the grips from your gun to check there. The mag well too. Lastly, check your shoes inside and out. You may have stepped on one that's still with you. Check the inside, too. Changing rooms are popular places for the thieves to remove the tags. You could have stepped on one and transferred it to the inside of your shoe. Don't forget inside your hat band if you wear a hat.
If you set off a sensor, wait a moment and try it again. If it still goes off, take your gun to your car, then try again. If that clears up the problem, its hidden in the fairly easy areas to access on the gun. Check the bottom plate on each magazine you carry as well.
Good luck!
Dan