Bargain bra? Maybe not

Bought a bra the other day, £6 from Peacocks, bargain. Problem is, it still has the security jobbie attatched. Now here is the dilemma. Do I waltz back in with it and ask them to take it off, assuming the fact that I have returned with the goods puts me in the clear, shoplifter-wise.
Or do they all do that? Pikeys I mean? I thought security men fell out of the walls if anyone so much as dared step towards the door with a tag in place. Bells and sirens, the lot, I thought. Yet it seems really easy to swipe anything without a soul noticing.
Have tried the pliers. No use. Magnets also, nil result. Fact is, just a hint of suspicion will be enough to bring on a guilty blush. Innocent, certainly, but brave - maybe not. And is such a test of courage worth it for six quid? Just how poor am I?