I shall accompany you until you obtain the items needed on that list.

[Mainly to prevent her from wandering aimlessly around again and possibly bothering any other shoppers who may be in a hurry. He's at least somewhat of a gentleman here.]

The eggs are in this direction, and the milk should be near that. Here, I will lead you there. [And off in that direction he goes though he does look back and make sure she's following him.]