Jet Security holding my goods, and forcefully keeping them

Why is it that the security guard of Jet Southdale thinks he has the right to keep my purchased products and receipt with him and then demand to search my personal bag. If I refuse you can not hold me in the store, and hold my goods. He aggressively help my purchased goods and refused to return them and then I had to pull them out of his hand, he held them with force, and kept my receipt. And continued to follow me out of the store. If I see this guy at the store again, and don't receive an apology, I will take this up further. There is no way a man can search my possession, and then also hold my products. Mind you, no alarms went off at the exit, so what exactly is this? There is no way they search every individual's personal goods, and not me, especially in the four years of visiting the store.