On a recent day, Jim Cahill strolled through the electronics department and perused the CDs at Nebraska Furniture Mart in Kansas City, Kan. Instead of buying the Slim Shady CD, he was out to steal it. Within seconds he had the disc in his pants pocket. He continued strolling through the store, but within minutes he was surrounded by guards. After a brief struggle, he was in handcuffs. But Cahill wasn’t about to head off to jail. He is the loss prevention general manager for the Omaha-based retailer and was leading a training program. Such programs are important to profitability...