Indeed, the Burgess Shale and neighboring sites are monitored with hidden security cameras by Yoho National Park officials, who don't hesitate to prosecute would-be collectors, so you can forget about loading your pockets with Marrella samples. If you go there, just sketch or use your camera if you want a permanent record of what you've found. In general, always bear in mind how long the fossil has been in the ground, and that it can't be replaced. If in doubt, leave it in the ground, take lots of notes and photographs then ask a professional. They can also show you how to carefully extract and preserve a fossil, and what to do with it.
Books are also an extremely valuable tool for finding and collecting fossils.
The photograph of the Lantzville fossil on this page is an example of the results. To extract the fossil I would again recommend tagging along on a field outing with your local paleontological group to see how it's done. Not only is it private property, it might be dangerous, so it wouldn't hurt to find out first. If you explain why you want to look, those responsible for the area probably won't mind. In general, your target areas should be sedimentary rocks like limestone, sandstone or shale.