This article is a candidate for deletion.
To steal from a shop, simply load one object onto your cow which is on a leash. Position the leashed animal over the object you want to steal and press ; (unpack) and select the animal. Select the object you wish to steal. A barter window will open. Exit the window, notice now that the object has been loaded on your animal. To retrieve it, leave the shop and unpack your animal.
EDIT: From the lack of proper engine support, I wouldnt call it a legitimate activity that is intended from the start. More like exploit a bug in game's engine.
Author of this article: This is a valid exploit and until it is fixed it ought to remain in the wiki.