Unless I'm mistaken, Harry went shopping with the Weasleys for Second Year, cuz that was when Lockhart taught, and the episode in Flourish and Blotts. Harry was already in Diagon Alley third year, after he ran away after he blew up his aunt Marge. He did all of his shopping before the Weasleys even arrived at the Cauldron.
Considering what he was subjected to, I'm surprised that Harry wasn't more traumatized. I remember my one and only experience with letting a woman do the same for me for my sixteenth birthday, and I'm still scarred ten years later.