Shoplifting in Denmark (I have a temporary residence permit.)

i currently live in denmark on a temporary residence permit. i went shopping yesterday at a grosery (sp) shop and i paid for the items i picked. but while shoping, i decided to keep a bar of chokolate and an hairpiece into my pocket as my own discount, not knowing another shopper was watching out for me.
i was on my way out when i was nabbed and the police was invited and took my details.
that was my first time having any such dealing with the police, but am so scared.
what becomes of me now and the implications?