A snarky way of saying "stay on target". (Since Walmart and Target are the two big department store chains in the US, saying "don't go to Walmart" is meant to conjure up the familiar phrase "star on target". )
While Jasper works with Becky on their joint science project, constructing a psychodelic ant farm, Jasper says "Hey I think the new Taco Bell on 4th street gets the order right more than any place in town."
Becky responds by handing him the super-glue and says "Jasper, don't go to Walmart on me."