No.
This is a double negative:
"I''m not saying nothing." The intended meaning is, "I'm not saying anything."= not a syllable/word is coming out of my mouth.
But 'not saying nothing' means they do say something - the opposite of the intended meaning of the sentence(= what the person really wanted to say).
Notice that the sentence has only one verb - "am (not) saying", so it is both the main clause and the complete sentence. So when the person says I’m not’, in the same clause he is saying, "yes I am."
"Isnt' it rude to take something that doesn't belong to you?"
This is the sentence as a question. Look at the sentence as a statement:
\"It is rude to take something that doesn't belong to you."
Then as a sentence, with the tag at the end:
"It is rude to take something that doesn't belong to you, isn't it?"
Your sentence is a QUESTION, with the tag at the beginning:
"Isn't it rude…"
(Note: 'dishonest' is a better word than 'rude'
'rude' means 'impolite/bad manners'). 'taking something that doesn't belong to you is a criminal offence.