Hi Lee - This is fine and dandy. I've attached a picture of the usual move sequence used to explain the types of valid plays that can be made in Scrabble.
As you can see in Turn 3, a move that forms a new word while adding one letter to an existing word is AOK.
UPDATE On a re-reading I may have misinterpreted this question. I was assuming that RUD and DISCUS were already on the board. If you mean that RUDE and WEE are both played as a single turn, then no, that is illegal. You can't play words in two directions simultaneously like that.