Entertainer Michael Jackson had hoped to spend some quality time with his children in a multimillion dollar compound in Old Snowmass, Colo., but ended up talking to police in Glenwood Springs this week.

According to police, Jackson, 45, walked into the local Wal-Mart at 11:40 a.m. Tuesday wearing a ski mask and that's where things went downhill. Employees didn't know it was the 'King of Pop' and thought they were being robbed.

Police were called, but Jackson had already left the store by the time they arrived. An employee gave police a description of the vehicle and police stopped him for questioning. He told police he wore the mask in an attempt to remain incognito.

The Wal-Mart is located about 30 miles from where Jackson is staying.

A similar incident happened Aspen, according to the Glasgow, Scotland, Daily Record.

An employee of a camera shop said the was terrified when someone wearing a ski mask walked into the shop this week, the paper reported. It turned out to be Jackson.

An assistant at the Ritz Camera store in Aspen told the Daily news: "When he first came in, I thought we were being robbed."

Jackson was guarded at a distance by Nation of Islam bodyguards.

Jackson is staying at the Meanwhile Ranch in nearby Old Snowmass, Colo., with his children and plans to remain through the end of the month, according to sources. He's been there since Feb. 16.

"He's on vacation with his children. There's nothing really happening other than he wanted to get away for a while," Raymone Bain, his spokeswoman, told the Aspen Daily News. "He's staying with some friends and having a really nice time there. The people there have been very nice and he's enjoying himself."

Jackson traded his digs at the Neverland Ranch for the 56-acre ranch estate that is on the market for $16.5 million. The estate can be rented for $125,000 a month, according a Web site advertising the property.

The sprawling ranch assures Jackson and his family complete privacy and he has asked the media to respect his wishes in not wanting to be contacted. Nation of Islam security members are keeping the paparazzi at bay on the outskirts of the ranch.

Jackson has been spotted browsing in Aspen, but has kept his visits low profile. He was videotaped in Aspen Tuesday, wearing a ski mask, orange hat, blue jumpsuit and silver moon-boots, according to CelebrityJustice.com. A mystery companion was similarly dressed, also wearing a ski mask -- though the boy's face was only partially covered.

The TV show "Extra" reported that the boy is Jackson's nephew.

Jackson walked into the Sharper Image store in Aspen wearing the outfit, surprising employees. A store employee told the Daily Record: "I had no idea it was him, but I did think it was a bit strange for someone to be wearing that outfit."

The Aspen Daily News quoted sources who said that a notary public was recently summoned to the ranch to certify documents believed to be connected to a legal matter between Jackson and his second wife.

Jackson and his ex-wife, Debbie Rowe, have let a retired judge negotiate between them amid claims she is seeking custody of their children Prince Michael and Paris.

Jackson is embroiled in a criminal investigation in California involving alleged lewd acts with a minor and has pleaded not guilty to seven counts involving the investigation.