The answer is yes you can, because mine defaults to the serial port everytime. Unfortunately I've just re-installed Windows on my machine and haven't put MPLAB back on it yet so I can't actually tell you how. I know that's not a hugely useful answer but at least you know it CAN be done, so you're not wasting your time trying!
In the meantime I'll be getting MPLAB installed back on my machine soon so, if nobody else has answered you by then, I'll give you a shout.
Brian