As I always say, I don't think there are any hard-and-fast rules to writing. I mean, you could even spell things wrong if it worked with your character's voice or added an artistic element to the story. As far as I'm concerned, anything goes... if it works.
If you think you might get all discombobulated from writing scenes out of order, make sure you have a chapter skeleton that outlines the progression of the chapters. Some writers need to be more structured than others.
If however, you have other scenes in your head that are just dying to get out, by all means - write them down. You can sort them out later. Sometimes I find that a chapter that I thought was placed, say as Chapter 3, ends up working better as Chapter 8, after I've written some other chapters.
Have fun with it - and don't fret about rules!