You’re friend is a douche bag idiot, and is exactly the reason that cops over-react on some of the simplest shit.
Show the receipt, say thank you, and move along.
Fuck your friend.
There is something to be said for being a mature adult and understanding the reason that someone might ask that question. It is absolutely not hurting anyone, and showing a circuit city employee your receipt is not going to begin a butterfly effect that, sooner or later, will lead to an entire society of limp wristed “obedient” people.