It seems a lot of people are not sure about the rights of security guards, even though I've discussed this at length on many occassions in the forums.
Short answer is that their ONLY right is to ask you to leave. Nothing more nothing less. Those who try to be funny to confine or detain you or confiscate or whatever, will take up exposure to criminal prosecutions for theft, robbery, criminal intimidation, or wrongful restraint/confinement. Those who try to muscle you into a room will face possible exposure for criminal force.
Those who want the long answer can do a search