No, this isn't a violation of FCC rules. On the back of most everyhting battery powered is the little list of interference codes. (as i grab my calculator)

"(1) This device may not cause harful interference and
(2) This device may accept any interference recieved, incuding interference that may cause undesired operation."

More or less the FCC knows that some interference is required.. hell, you've got waves from your computer perforating your skin right now, and every radio station that you can pick up anywhere around your house is coursing right through your brain... Interference is literally EVERYWHERE, even when you take out the electronics. In the case of this little tale, the detector uses a sensor to pick up a sensitive little magnet in the shoplifter tags they put in books. When they run it over a powerful enough magnet (like at the counter), it polarizes it for a second and you can walk out unsuspected.

Not that your own magnet would work.
And not that it's a very simple procedure, provided you have a strong enough magnet.