If you do decide to take the shoes back to the shop, Shivvy, I recommend ensuring that it's the first place you go to on your shopping trip.
A few years ago, I bought a fairly expensive book (£24.99) at a bookshop in Norwich. As I walked out of the door, the alarm went off. I turned round to go back but the assistant said "It's OK, I know you've paid", so I carried on. Unfortunately the bookshop had the same security system as the next store I went to, so I had to explain (both on my way in and on my way out) why their alarm had been triggered. Then the same thing happened in another store. After triggering the alarms (twice) in each of 6 different stores, I was now on the opposite side of the city centre to where the bookshop was but I decided that I'd have to return there. After again setting the alarm off on the way into the bookshop, and queuing for ages (because it just before Christmas) I finally persuaded someone to disable the security tag!