Is it Rude to Buy a Gift For Someone While They Are With You?

Every year I buy at least one Christmas gift for someone on my list while they are with me. I have been told that this is rude and takes the surprise out of gift buying. I actually think it makes the present more of a surprise. They don't think its their present because you bought it while they were with you. I am no expert when it comes to doing things the "correct" way...so you tell me. Is it rude to buy a gift for someone while they are with you?