How do I quit my job after only a few weeks?

I just started a part-time job at a local department store about 3 weeks ago. My husband just got offered a better job opportunity that would mean relocating and so I would have to quit my job. I'm not sure how to go about doing it. I feel awful leaving after a few weeks, when I intended on staying there quite a while. What is the protocal? Should I still give 2 weeks notice while I'm in the probationary period?