Yes. I'm doing it now. You can do this one of 3 ways...
Goto Windower.net and download the program to be able to run FFXI in a top-quality windowed mode.
Go to FFXI Config and enable "Start in Windowed Mode" if you are using windows and want to use a low-quality windowed feature which has less than ideal graphics.
Otherwise, pull up a computer next to you (or mobile phone or whatever.)