Jason Bay, 37, thought he had a good con going by bringing a receipt from the previous day to Walmart, shopping for identical items, then bypassing the cashier to fraudulently return the items for cash. Sharp-eyed clerks at the Yucca Valley Walmart return desk recognized Bay and his familiar con and contacted the Sheriff Department. Clerks said Bay had a visible knife sticking out of his pocket and made no attempt to detain him. Bay completed the fraudulent return and was still in the store when deputies arrived. Jason Bay, who listed no address, was arrested for investigation of commercial burglary, and fraudulently attempting to recover money from the stolen merchandise. He was booked into Morongo Basin Jail. His bail was set at $30,000.