They took me upstairs and told me no police were going to be called but that I had to pay the store a fine and not come back. He told me this would not go on my record or anything but I am very worried about it. No police were called and it was just the store he said I would be paying.

The Store CANNOT simple "fine" you as they see fit.
They can ban you from the store and ask you to pay for the goods you took.