I took pup out before the first injection was given, it's amazing how much socialisation can be done sitting on a bench outside supermarkets, in the weekly market, etc. Yes, I worry about pup catching parvo, but since one of my dogs actually caught parvo at a vet's waiting room (parvo pup puked on him and then died 2 minutes later, this was admitted reluctantly by the vet

) I feel it's not that risky ;)
I also have other dogs, and then there's the family coming and going so there's as much or more 'outside' being brought
into the house as a pup will meet when being carried outside :)
We don't keep our human babies away from all outside contact until they're fully vaccinated and I've never heard of a baby getting diphtheria before vaccination so it must safe :)