Actually very easy one.
You just go in and take wad ever game you want and walk out of the
store. Put the games in your bag, slingbag, file, newspaper or any
other things you can hide it in. If they catch you and threaten
you, just say:" Uncle, I steal your CD is wrong, therefore I HELP
you to call police, you wait for police come settle this ok?" Then
proceed to call police or just pretend. IF you have chance just run
away and never to return to that shop.
Of course before that, you will have to do your research on that
shop, go there like diffrent days per week, each time only hang in
there for a while. Make sure to look out for their buddys who are
always hanging around the shop or inside the shop who either look
out for police/undercover police/theives. Some of the times, they
change people in a few days, then change back to that same few
guys. So do stake out. Also find out all the possible routes of
escape before attempting this trick. Make sure you can run with a
bag too as it is essential cause if the uncle dun take your trick,
just run.
Finally, use your brain when doing this thing as you are dealing
with unruly people, thereofre always use underhand methods if you
can! happy taking! 
