Well, I make it a point (somtimes, if I have the energy) to tell them why I don't like what they do - and walk out without the purchase, not even putting the books back.
Thing is: they'll never learn if noone tells them it's not okay. Just don't take it out on the clerk at the checkout, it's most probably not their fault.
Some may say that an individual doesn't make a difference. But a) someone has to start, right? and b) I feel better this way.