Shoplifting and burglary are two different crimes.
Burglary is specifically a crime of entering the premises illegally. Most common way is through entering the place when its closed (Actual burglary) or by fraud (Saying you are doing an inspection when you are not an inspector). The latter is a constructive burglary.
In most states in the United States, shoplifting is a misdemeanor crime of petty larceny when specifically committed against a retail establishment by a patron. Some states do not distinguish between shoplifting and other forms of petty larceny, although a judge may consider the context of any crime in sentencing.
In some jurisdictions within the United States, certain egregious instances of shoplifting involving large dollar amounts of merchandise and/or a high degree of criminal sophistication may be prosecuted and punished as burglary or otherwise as a felony.
http://en.wikipedia.org/wiki/Shoplifting