Leigh Paddon was spotted carrying a large box by police officers, on Stockwell Gate, in the early hours of February 7.
The goods were valued at £300.
He had smashed a window at B&M Bargains and triggered the alarm, said prosecutor Neil Hollett.
Ben Brown, mitigating, said: “He is fully aware that you are likely to pass a custodial sentence.”
Paddon shouted: “I just asked you to fight my corner. Can you just send me to prison? I want to go to prison today.
“I am sick and tired of being on the streets and having nowhere to go.
“Twenty eight days isn’t long enough. The prison system doesn’t do anything for you.”
Paddon, 35, admitted the burglary when he appeared at Mansfield Magistrates Court, on Friday.
He was handed a 15 week prison sentence and was ordered to pay £115 government surcharge.