Alex's Lesson in Futility

Today we went to Toys R Us to look at tricycles and the train sets. Alex loves playing with the display train set. Today when it was time to go, Alex had a serious fit. I figured he'd give up once we were in the car. I was very wrong. He carried on for about 20 minutes. He screamed things like, "I want to stay and play with the trains!" and "I'm not ready to go!" Believe it or not, I found it very amusing. I totally expected him to throw a fit while we were leaving the store and even getting into the car, but it takes dedication to keep pleading his case when we're driving away and there's no hope of him getting what he wants. Does anyone have any ideas on how to help him understand the concept of "it's time to go"? I hate to see him so upset. If anyone has suggestions we'll gladly try them. Otherwise, we'll continue to ignore his bad behavior and simply hope he grows out of it soon.