I am currently doing master in Australia, and two years ago when I was doing the bachelor in Netherlands. I did shop liffing in a dutch shop. The goods is around 60 euro. Later I was refined by the policeman and I wonder whether this criminal record will influence the apply of PR in Australia.

I doubt it. Firstly, its not a felony I don't believe, and secondly, it's a different country! If it is a felony in the Netherlands, then it may show up in Australia, but even then maybe not. But if its not a felony I wouldn't really worry about it