If you aren't going to buy online, just be confident. It's only you that knows why you're buying them, as far as any shop assistant knows they will be for a girlfriend. If you act nervous it might look suspicious, if you're confident then people won't take any notice. if you're asked, just ask for advice for what to get a girlfriend.

Also, go for an adult store, if you buy lingerie there nobody will care what it's for, people buy much more embarrassing things there than underwear and they are paid not to care what you're into.

One piece of advice though, if you don't want to admit they're for you then find out what size you need so you don't need to test them against your body, that would be a bit of a giveaway