Thanks for the feedback everyone, even though you are not lawyers
I did speak to a lawyer tonight, and had the same advice as all of you.
I will be talking to another lawyer in the morning, and go from there.
After thinking about for a few hours and going from pretty freaked out to really pissed off, there are a LOT of weird things about this.
They basically ended up with me because my wife looked at the violin and bought something at the store. They got her name off the receipt, did a google search, found my picture and though "he's a white guy like the guy on the security camera" and came to "question" me at my home, on a Sunday afternoon. AND they were out of their jurisdiction as well. They were from Glendale, I live in Milwaukee. They were rude and belligerent, basically playing good cop bad cop, and repeatedly accused me of taking it, and that it would be so much easier if I just admitted it blah blah blah. I am now wishing I would have known where it was going when they first showed up because I wouldn't have said a word to them. And then they threatened to arrest me, which they couldn't do, because of jurisdiction.
So, I like jamies idea, and that will be there message in the morning.
Once again, thanks for hearing me out, and responding... I have never even been pulled over for speeding, so this was a little nuts for me!
I will keep you all posted on what (if anything) happens next.
P.S. Oh yeah, I haven't even been in the store since January of 2007, when I bought a guitar. A day I will never forget because we found out we were expecting our daughter! (and I will never be going to that store again)