Yes, but you will need a good video card (preferably with an AMD chipset) -- the software if called "vanitygen":
https://github.com/samr7/vanitygen

More details here:
https://bitcointalk.org/index.php?topic=25804.0

Please note that a 6-character address could potentially take a very long time to "generate", up to weeks depending on what hardware you have available.