I had a similar thing - I was in Vegas and my BF was sick, so I just started driving trying to find a drugstore to get him meds and fluids. When I pulled in, a guy approached me, but I was able to avoid him on the way in. As I was leaving, I saw he was still out there. Without a second thought, I went back in the store and asked if someone would walk me out to my car. Their security guy said that they've been having problems with this guy, and he said that I did the right thing and I should NEVER hesitate to ask for something like that. Listen to the little voices - it never hurts.

Thinking back, instead of that incident making me feel bad, I feel empowered by taking charge and listening to that voice.