The thing is to not be caught off guard. You can get all into the details of one particular case, but even if this one lady moves on, three more will take her place. In our world where people's lives and hearts are broken, where addiction and mental illness are clouding people's judgement - it's going to happen.
What we can each do and where we have a lot more control is our behavior:
Get your keys out before you leave the store,
Close your purse,
Give your kids age - appropriate instructions (For mine, I remind them, stay close to me in the lot and watch for cars, help me unload, then get in the car)
Park in the same spot every time so you aren't wandering around unfocused because you're looking for your car
If someone approaches you don't ignore them! DO make eye contact, do let them know you see them, use body language such as double fists in front of your body and squaring your feet. If they keep coming say "No! Back off now!" in a loud voice.