Hey, RC...
It's somewhat funny that you posted this. I was actually at WalMart Superstore about two hours ago, and had the exact same thing happen. Twice I got the Authorization Declined notice from the lovely little card machine. Finally, on the third try, it took it. Don't know why. Strange, huh? But you're right...it is a little embarassing.
But also keep this in mind...the card I was using was Southwest Airlines Federal Credit Union. I'm not making this up.
You get what you pay for? Aaaah, that one's open for debate. The milk, toilet paper, and potato chips at WalMart are the exact same brand as at Tom Thumb, they're just cheaper. Regardless of how you feel about it, WalMart is one of the most consistently successful companies in America. Their business plan works, and it works well. And we all know what happens to those companies whose business plans don't work well.