OK, so not such a silly question after all, seeing as how the answer wasn't so cut and dried. :)
Anyways, seems as though NM's linked reference will stand as the winner here. It specifically lists retreiving the ball as an exception to the rule, so that should be the end of it. I think ;)
Not a silly question at all. I know the answer to this question very well because someone once tried to call a penalty on me because I took several clubs into a hazard (didn't know what kind of lie I had) and set the clubs I didn't need on the ground next to me. Not a penalty!