Yes, you can. Arduino can be connected to multiple power sources at the same time.
From this excelent page about Arduino power, I cite:
Arduino is provided with a comparison circuit that controls a type P MOSFET; if a tension is found on Vin (powering from the JACK or from the Vin socket), the MOSFET is interdicted and the possible presence of voltage coming from the USB port is ignored; in the opposite case, the MOSFET will connect the USB port’s 5 V to the 5 V socket, hence below the regulator, thus powering Arduino.
Therefore it is clear that if you apply the voltage to the USB port and an external source to the JACK socket at the same time, it will be this last one to power the circuit, while the USB connection will keep working for the data exchange with the computer and no longer as a power source. We remind that in both cases the 5 V socket cannot be used as input, but only as output.