you're not the real orly from zoklet, are you
there are two kinds of 'mobile phone jammers' available; the first advertises itself as the nearest phone tower to everyone in range and promptly drops their connections, acting like a portable network coverage hole. the second simply generates radio noise and blasts it out at the same frequency as mobile phones use to connect, filling up the channel between your phone and the network tower with rubbish.
the first kind of jammer is very effective at denying network connectivity, but because you're not targeting the phone network it's virtually useless in this case.
the second could potentially be useful, but it depends on a bunch of things - first and foremost, you'd need a jammer that runs on the same frequency as the EAS receiver (I honestly know nothing about those devices so you'll need to do your own research).
a quick search shows the GSM mobile network uses the 850mhz and 1900mhz bands in the US, so you can expect commercial jammers to attack at least those. I'd suspect if the EAS devices are designed to detect items at relatively short range, they'd probably use the 2.4ghz-5ghz range which is very popular for commercial wireless devices; it should be very easy to obtain a jammer for that frequency. if not you can always order a few cheap parts and build your own (
http://www.instructables.com/id/RF-Jammer/).
ALSO keep in mind that a jammer of that type will overload the frequency the security device uses with loud garbage, making it unable to communicate in either direction. this may not be what you want if it has a panic mode or something like that.