Unlike the Police and many other Government Agencies, Security Officer's do not have the power to arrest without warrant. That is, they cannot arrest a person without the legal backing of specific legislation in place in your state.
There is of course the well known, thankfully less used, and vastly misunderstood provision that allows one to make a "Citizen's Arrest".
For instance, you, a member of the public arrive home to find a burglar ransacking your home. Now, keeping this arguement strictly legal, you are entitled to hold the offender, using reasonable and necessary force - this point is crucial to your own liberty and will be detailed later, but that force can only be sufficient to overcome the force used against you.
That is to say, you cannot set to and rearrange his physical proportions or appendages unless he is putting up a Mike Tyson style defence himself, and he probably will. You can only use enough force to overcome his level of attack, restrain him and defend yourself. This is where it becomes very tricky in terms of YOUR later legal defence and well being.
You are entitled to defend yourself and your home, your loved ones or friends in this setting, but you had better be VERY confident in your ability to do so. I can provide you with further advice on personal protection if you wish to contact me at my em-mail - dan@drmgroup.com.au or reply to this post.

Now, that is the possible result of a Citizen's arrest gone wrong. The example I cited above is one where the Police would have no hesistation in removing the leach from your grasp and introducing him to their local watchouse cells. What I am saying is that if you think you can arrest someone under the misguided belief you can make a Citizen's Arrest, DON'T unless you know it to be a serious offence, you see it being committed or you have no other way to stop the person from hurting your or others or from committing further offences.
My best advice, pitifully Politically correct as it is, (sorry Linz - see http://www.solopassion.com ) and against everything I believe to be right, is to back off and call the Police. Leave him to it, let him know you are there and that the Police are en route and leave him to make his escape. Get a good description and details of any vehicle he may use, and let the Police deal with it. If the offender is stupid enough to remain until the Police arrive, then you can get to know him better by visiting him in Prison.
I am not stating here that you cannot make a Citizen's Arrest. I am stating here, that as a member of the public be very careful using this option, and as a Security Guard you need to be even more circumspect. If you find a person illegally on premises at your client's premise after having smashed his way in, sit back, observe and report to your control room and let the Police show you how to arrest someone with the full backing of the law. If the Police cannot attend for whatever reason, ask for their permission to hold onto the offender until they can get there, they will ordinarily sanction this option. As a Security Guard, you will have already informed your Controller of the situation and your Supervisor will be on site rapidly to assist you, along with your other colleagues if they can make it - and I know from experience they will make it.
I tell every Security Course I train - NEVER PUT YOURSELF IN A POSITION WHERE YOU ARE OUTNUMBERED. You are not being paid to do the Chuck Norris thing, you are not being paid to end up in wheelchair, or worse. Sit back - observe and report. Simple.
Ultimately, unless you are very sure of your ability to restrain an offender without injury to yourself or your loved one's, you are best to let them go. Sad advice, but that which will ensure you live to fight (?) another day while the criminal lives to rob another.
I have stated in earlier posts that a burglar is nothing less than a murderer or rapist who has not been placed in a position to fight his way out or worse. In my experience this means let him go, give him a wide berth and call the Police. Get out of the house and scream your lungs out for help, this is a much safer option for you. Research the option of personal or property alarm systems that can be activated by remote control.
I am happy to advise you on personal defence options and alarm systems specialists who will help you with security options, contact me at this website - www.drmgroup.com.au for further information without preference or obligation and free of charge.
Please be careful if you take this route, you can but please be careful. We have allowed ourselves to be outflanked by the leaches of this world to the point you may well find yourself standing in the defendant's box in court whilst the scumbag who burgled your house laughs at you from the gallery.
Think Long and Prosper
Dan