You can, but not in the client tho.
There are several mirror sites where you can download the current blockchain via http instead of waiting for the client to download it:
For example:
http://bitcoin.bluematt.me/bitcoin-nightly/blockchain-nightly/These archives contain a complete, up-to-date copy of the blockchain.
You can use them by simply uncompressing them into your existing bitcoin
data directory and opening bitcoin with the -rescan option.
That would be some variation on
User Folder/AppData/Roaming/Bitcoin or User Folder/Application Data/Bitcoin on Windows,
or some variation on User Folder/.bitcoin/ on UNIX/Mac.
These files are pgp signed, please ask me (BlueMatt) on freenode
or check my forum sig on bitcointalk.org for the relevant public
keys.
https://bitcointalk.org/index.php?topic=4530.0