Is there any trick to robbing a shopkeeper, cause everytime I try to steal something I get caught. Or is it just because my thieving skills are to low(I think they are like 80)

The chance of making a successful steal is dependent on your pickpocketing score. It doesn't mean that 100 point in pickpocketing will guarantee success - it won't, because most merchants have very high negative modifiers. 200 points is usually sufficient for most merchants. Place some points into pickpocketing, or use the *stackable* Potions of Master Thievery (which is a top contender for the cheesiest item in the game, IMO).

Straight bards are good for thieving. They tend to have very high pickpockets, and if you need a boost, drink a potion of master thievery. You can always pop by some shop and steal some back again, because the duration is long.

You need to be up in high one-hundreds to 200 in order to have a good success rate - watch for rollover bugs though, I have heard of some people boosting their pickpockets skill so high that it rolled over to around 0.

This rollover bug may have been fixed by one of the various patches, official or not.

I will admit to abusing my bard's pickpocket skills my first go through the game.

But I did feel the cheese hairs stand up on the back of my neck whenever I lifted something like full plate, or a 20,000 gold piece long bow, and then did it again...and again...and again.

One thing the developers did to lower the cheese factor somewhat is to prohibit the resale of stolen items - so you cannot get rich this way.

Shopkeeper: "Have a look at my wares, they are the finest in Amn."
Bard: "Oh sure, thanks." [steals full plate]
Shopkeeper: "See anything you like?"
Bard: "Hmmmm...this potion of free action looks interesting..." [steals flaming longsword]
Shopkeeper: "I try to keep my prices low."
Bard: "Low indeed."

Actually you can, theres a merchant in the sewer in the temple district that accept fenced goods, I think theres one in the docks district too...

right, I forgot. so with a little leg-work you can make some coin - at least that's less cheesy than it would be if you could just steel something from a shopkeeper and sell it back to him.

Just dont get your skills too high .. if you get them to 250 ( max i think ) you'll automatically fail every attempt.

That is really exactly what you can do with these black market dealers.

Can you shoplift from Roger the Fence (thief in Sewers)?
The one in Mae'Var's guildhall has 20 maces +2 which you steal, then sell to him. Good profit

Well you can with them. Steal a few expensive items, gulp a few pots of thievery go to a black merchant and sell/steal till u got more gold than bill gates. Very cheesy!