Yes...go to where the app is, control click on it and choose "Show package contents"
Go into the Contents folder, and open up Info.plist in whatever editing program you want to.
Add this at the bottom (before the last </dict>, though):
<key>NSUIElement</key>
<string>1</string>
Just a note, though. This also makes the program's menu bar invisible. And you won't be able to tell when it's active, the menu bar stuff will look like you are still in whatever program you were in before you clicked on the one that had that stuff above added to it.
You can still use any of the menu actions that have key commands assigned to them. So like, if you want to quit it, you can click on it and do command-q and it'll quit.