Yes, but the law is that you have to purchase a piece of hardware. This is from Ebuyers website..
OEM Information: You receive a Certificate of Authenticity (COA) and a CD containing the program on it. This is a legal OEM version of the product licensed by Microsoft to be sold with any "Must be purchased with another computer hardware component!" and is bundled as such. OEM products are not retail packaged and will not contain a manual. OEM versions cannot be returned under any reasons.
I think that buying a modem can suffice sometimes, depends how generous the retailer is feeling.