What are my rights as a security officer when it comes to apprehending a shop lifter?

I am a liscenced peace officer but was filling in for a security guard stationed at a walmart. (This is in Canada and I would love to know laws pertaining to canadian law/citizens) Anyways.. I was speaking with a cashier when a woman ran out the door and set off the security alarm, I umed she was just in a hurry but still rushed after her. She paused to see if anyone had noticed and then bolted as fast as she could to the left side of the store. I chased after her and told her to stop. Had this been in my realm of knowledge (public transit I would have detained and fined/arrested her) HOWEVER. I was clified as a security guard at this time. She threw the item to the side when I caught up with her and I retrieved it instead of chasing after her as I wasnt sure on what her rights were at this point. Obviously I wouldnt have slammed her to the ground or attempted to harshly stop her. But What would have happend if I physically haulted her attempts to get away and brought her back to the store and let the police deal with her. I was told that she could have sued me for unlawful detention... Wouldnt it be probably cause that she set off the alarm, saw me and ran away? I know this is long but any answers on this would be most helpful. Thanks!