Newsflash - the security alarms will go off anyway for certain purchases.
I bought a portable harddrive in a Tesco store just the other day and despite paying for it and having it removed from a massive protective plastic box (with a debit card with additional protection, actually) the alarm went off.
I (despite knowing I wasn't legally obligated to comply) showed the security guy my receipt and the item in question (he tested it). He said that the company who make the drive install the security tag INSIDE the box (I don't know if it's inside the actual drive, that would be interesting) and that there's nothing they can do about it.
So everytime you buy a hard drive from a store with those security gates, you're going to set off the alarm.
Next time I may exercise my freedom to ignore it, knowing I haven't done anything wrong and don't have to either submit to an unlawful search or unlawful detention. Alternatively, I may take the packaging with me and walk in and out of the shop for the lulz.
Poor bastards.