My issue is how do I show her it's not to hurt I really don't know why I do it.
Is it possible to tell her that? And to return things once you've realised you have them and shouldn't? As long as she knows that it's not to hurt her, and that you are sorry and trying to stop, I hope she'd understand.
Is there any pattern in what you steal? Is there a trigger for wanting to do it? [Maybe when you're feeling very close to her, so you want a physical token of that. Or under stress, so she'd have a symbolic reason to come back to you if she were to leave.]