Tornado sirens

I guess I really didn't realize we were in a tornado warning until I turned the tv to the news,quit smoking, (had been watching diners drive inns and dives) then realized the sirens were going off. and apparently when the sirens go off and you happen to be in Walmart they lock the doors and don't let you out until the warning is over My son's buddy called and said he is trapped in Walmart....now is this legal???? I knew it was raining out and I did hear some thunder, but it didn't sound too bad because I have the house closed up ,stop smoking now, I had the air on only to get the humidity out. it is not hot but it is very humid. maybe after the storms the Humidity will go away. well it sounds like it is starting again I hear more thunder (or maybe that is my son's truck ). dang the radar on the tv looks pretty nasty