It involves carrying an RFID tag around in your pocket (presumably inside metal foil to avoid it being detected until the intended moment), walking into shops and then walking out through the detector, setting off the alarm.
He then challenges the security guard, who chases after him. The game ends when he gets to a "burger bar".
If enough people played this game, I reckon RFID would be a thing of the past within a couple of months :-).
No security guards were harmed during the filming of this clip.