To steal from a store, take what you want then stand above the shopkeeper. As as he's looking at the top of the screen, run out the door.

There is one minor setback from stealing. After you steal something from a store, all of the characters in the game will call you THIEF.

If you steal from a shopkeeper you can never return. Doing so is a death sentence! However, you can use this to advantage by choosing Save and Continue when the shopkeeper kills you. You can now re-enter the store and steal from it again.