(CNN) – She's known to take discreet trips to Target and Baskin-Robbins, but first lady Michelle Obama said Thursday she'd still like more freedom to get out of the White House.
"Sometimes we can't sneak out often on our own without security and motorcades and people with us," Obama said at a "Take your Child to Work Day" held at the White House. She was explaining what she would change about being the nation's first lady.
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"It is hard to sneak around and do what you want," Obama continued. "I have done it a couple of times. But you know one fantasy I have, and the Secret Service they keep looking at me because they think I might actually do it, is to walk right out the front door and just keep walking."
In September, Obama was photographed shopping at a Target in Alexandria, Virginia, outside the nation's capital. She later told David Letterman she has also attempted trips to Petco with the family's Portuguese Water Dog Bo.
On Thursday, Obama said the trips have taken on additional hassle now that she's afforded protection from the Secret Service.
"I can't just up and decide I think I am going to go for a walk," Obama said. "I am going to walk to Georgetown. If I could change something I'd be able to sneak around a little bit more but it causes people a lot of stress when I do that so I try not to."
Asked if she would like to return to her life before moving into the White House, Obama said she wasn't inclined to look backward.
"One of the things I have learned being a grown up is that you always look forward," Obama said. "You look to where you want to go as opposed to looking back."