Is it tacky/unethical to ask leave from a company that has just hired you, so as to interview at another.?

I applied for similar positions at various organizations. One of them offered me a job which I accepted. I have been with them for just over a week and now one of the other companies wants to interview me. Is it rude or or in poor taste to ask for leave to go on this interview, and if accepted at the other organization is it unprofessional to resign while still in training?