I had a similar experience at Home Depot when I was part shopping for a lightsaber. I had it half constructed and we took it in the store with us, but it was in my wife's purse. We pulled it out while checking parts for proper fit and look and I noticed an associate following us around the store, she was even at the register when we checked out. When we left, they asked us what was in the purse. We pulled it out, showed them, and said "a lightsaber" They walked back in and nothing happened after that, but I wont ever shop at Home Depot again.
I tell people what I'm up to if they ask. A lot of people think it's cool.