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Just to rub it in Copernicus' face how wrong he is on this, here's a forum of police officers discussing this very issue with the consensus being that you cannot be detained for not letting someone check your receipt and that to try and detain you in any way without probable cause that you shoplifted something constitutes false imprisonment.
http://forums.officer.com/forums/showthread.php?t=72907
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Its not "rubbing anything in my face". If you bother to do the research you will find that it varies state by state, where some states talk about "reasonable cause" while others talk about "reasonable suspicion", two totally different standards. In the "reasonable suspicion" states there have been no challenges that I could find regarding detention for not showing a receipt. virtually all states allow shopkeepers to detain under one of those two standards.
I don't link to discussions on bulletin boards because they are extremely unreliable. If you want to use that as a standard there are several discussions on lawyer boards that render the opinion that if a sign is conspicuously posted or there is a reasonable expectation on behalf of the shopper that a receipt must be shown, then the store has the right to inspect.