(CNN) -- Victoria Arter was outraged when she heard the announcement over the Wal-Mart loudspeaker.
"Attention, Wal-Mart shoppers," she said a male voice announced. "All blacks need to leave the store."
"We waited and waited. Some people just left their carts in disgust and said they couldn't believe it," Arter told Philly.com, a CNN affiliate.
It was busy shortly before 7 p.m. Sunday at the Turnersville, New Jersey, Wal-Mart Supercenter.
Arter, a 29-year-old assistant bank manager who is black, didn't know what was going on, but she was not happy. Neither were other customers, who began dialing their cell phones and demanding answers from managers. Some were just quiet, still in shock at what they'd heard.
A few moments later, a store manager got on the public address system and began apologizing and contacted the local police.
This week, authorities have said they're investigating the episode as "a suspected bias intimidation crime."
Arter frequently shopped at the Wal-Mart, but she won't go there any longer, she told the Philadelphia online news source.
"It could have led to violence," Arter told Philly.com. "It could have triggered someone who was having a bad day. I don't want to be an innocent bystander to something because of someone's not-so-funny joke."
"I can't go back in," said Patricia Covington, who was also in the store and spoke to Philly.com. "I went to Target instead. I can't bring myself to go back in there."
She and her friend Sheila Ellington were checking out when they heard the announcement. An attorney, Ellington is also a member of the Gloucester County Minority Coalition.
Both were frightened, unsure of whether the person on the microphone was going to do something violent.
"This voice was controlled and confident," Ellington told Philly.com. "It didn't appear to be a prank."
The discount chain is "just as appalled by this as anyone," Wal-Mart corporate spokesman Lorenzo Lopez said. "Whoever did this is wrong and acted in an inappropriate manner."
Police and prosecutors are reviewing security camera video from the store. Any of the 25 in-store telephones could have accessed the public address system, although not all phones are within range of surveillance cameras, authorities said.
It's unclear whether the tape will be made public to help identify the speaker. The store has 700 employees; many are part-time. Some of the store's telephones can be accessed by customers.