IMPORTANT: 1) Be aware of your surroundings, 2) be calm, 3) trust your instincts
If you don't feel comfortable walking to your car by yourself, ask some one to walk out with you or when you see a group of people that you feel comfortable with walk out with them. At many places there are security guards, they get paid to make sure you are safe so use them if you feel comfortable around them.
Before getting into your car look around, under and in it.
Park close to the place that you are going into specially if you know you may be getting out during the night (dark).
Report suspicious looking and loitering people
If you have gone shopping make sure you are not distracted by your bags, children---have your keys out and ready.