I bought my sister a winter coat from JC PENNEY'S mail order. Everytime she would walk into a store with a security system, it would go off. Turns out there was a security tag stashed in the lining pocket.
Check the bottoms of your shoes, pants cuffs, ect. Sometimes store employees will drop those adhesive security strips that they put on small electronics on the floor and they end up stuck on the customer.
