Yizu, I can't add much to what has already been said but I'll try.
First of all, I'm sorry to hear you got screwed by Wally-World. Being fired wrongfully hurts bad doesn't it? Well bud, just put it out of your mind this weekend, get some r&r, and face the world again Monday morning.
Regarding your situation legally. First of all the most important aspect of the situation is whether you live in a "right to work" state. I live in one and can tell you firsthand that when you're fired wrongfully, sympathy is hard to find.
Your first step needs to be this: come Monday morning wake up very early and be the first in line waiting at the door of your local Department of Labor office when they open. Be very polite at all times with the sleepy, hungover bureaucrats but at the same time be as tenacious and persistent as possible. File an unemployment claim, and in that claim state your case for wrongful firing.
Then start looking for an attorney. Many, if not most, provide free initial consultations. Take advantage of them, because if one attorney you tell your story to can't/won't help you he or she may refer you to another attorney who will. There are attorneys out there who specialize in labor law and it may take a few consultations but you'll find one.
Once you've filed your unemployment claim and had your first free consultation with an attorney, get in touch with the higher up's at WalMart. Inform them of the firing, that you've filed for unemployment, and that you've met with an attorney regarding the situation. Even if that attorney turned you away or referred you to someone else or even told you that you don't have a case, tell WalMart in these exact words "I've met with an attorney".
Then start looking for another job. When asked about being fired from WalMart, don't be afraid to tell the truth. That you were fired for trying to better yourself. A "good" employer's interviewer will fully understand that and not make it a black mark against you.
Mike.