I'm sorry to hear you had the fashion police called on you...literally. That stinks. I think you could have avoided all of this trouble if you had taken the courage it took to tell the police the truth about what you were doing and used it to buy the dress in the store. My suggestion to you would be to not go back in there ever, for any reason, and just shop online at the fashionbug.com where you can take as much time as you want buying your stuff.
Believe me I know how hard it is to shop sometimes. I tend to be a nervous shopper and on a bad day I will pace around a store a few times before I get up the nerve to go look at things. Other times I'll get out of line when other people come up behind me. I guess it's just part of my natural shyness. Though I do shop in public quite frequently without problem, I actually prefer to shop online. It's so much easier. The only thing I have to worry about is when the package comes it won't be marked with anything that will embarrass me.
I hope we don't see your episode on COPS or hear about it on the evening news. I wouldn't be surprised if we did however. I know how the media loves to humiliate crossdressers.