When I was a teen, I shoplifted a few times. Tisha is right, I didn't realize it at the time, but it was something about having power when you feel like your life is out of control.
Now, as an adult, I have my ish together and no longer feel the compulsion. Please, stop now before you do get caught and have a record that will haunt you for life. I googled resources for kleptomania help, and this looks pretty credible:
The Shulman Center for Compulsive Theft, Spending & Hoarding