SOS shopping is the process of going to fight the VP but only staying if you like the card.
There is no requirement to have a suit of any particular level. Some people SOS shop from their very first cold caller suit. There are a few minor points of toon etiquette. First, balance out the elevators. If there are 10 people present then divide the VP into two loads of five toons. Second, never go shopping with a normal group and leave them shorthanded. If you are going to shop, then make sure everyone else is shopping too.

These are the SOS cards that are almost universally shopped for. It is not unusual for a group to agree that they will stay for other cards too. If you need a special card then make the request and see if the group agrees. A lot of people prefer staying for Franz Neckvein (drop).
Walking away:
There is no need to run, it is just the best speedchat phrase. You will have plenty of time.
As you can see from the attached graphics you can even wait to see what cogs come out.
Right click on an empty part of your taskbar and it will bring up a window. Highlight and choose Task Manager.
When Task Manager opens it will have three tabs - applications, Processes, and Performance. It is vitally important that you choose "processes" and NOT "applications". Closing the application can make you go sad. Ending the process is 100% safe. Go ahead and open task manager while you are on the elevator. Find the "toontown.exe" process and be ready to end it if the spotter calls out "run".
http://home.comcast.net/~netsvc/Images/shopping_01.jpg
When you click on "End Process" a window will pop up warning you about how terminating a process can result in loss of data. In fact that is exactly what we want to happen. We want toontown to terminate without saving any data. That way we will be returned to sellbot HQ without any loss of laffs or gags. So go ahead and click on "yes".
http://home.comcast.net/~netsvc/Images/shopping_02.jpg
http://home.comcast.net/~netsvc/Images/shopping_03.jpg
The game "crashes" and you get kicked back to your log-in screen.
http://home.comcast.net/~netsvc/Images/shopping_04.jpg
After logging in you end up in the sellbot pit with all of your gags and all of your laffs.
http://home.comcast.net/~netsvc/Images/shopping_05.jpg
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Another method that works equally well is to login with the same user ID and password. The toontown servers do not allow the same account to have two active users and it will immediately terminate your session with the VP. Please find information about running two accounts from one computer. Follow the instructions but instead of logging in a second account, just log the first one in twice.