If anyone were to pilfer a supplement, I don't feel it would be theft, I see it more as a crime of passion. After all, how many readers flick through the magazine and then chuck it in the rubbish? At least we're going to treasure the item. Though yes, Pedro has shown us the right way, by saying we should ask the magazine to send one out, rather than desecrate the newsstand.
What I'd normally do is take the supplement and slip it inside some other magazine, because people at the cash desk are none the wiser and don't really care. And my rationale is that because the supplement doesn't technically cost anything, I can't really be stealing it. Though I will point out that I haven't done anything like that for years.