That shouldn't be any problem at all. All you have to do is disconnect the power lead to it now, and connect a non-switched power lead to it. Careful, though - that drain on a weak battery may be too much and leave you dead in the morning.
Go to Radio Shack and find a snap-on wire tap - it clamps down over the wire and has a spade connector on the side which you run to the lighter socket. If you check my how-to post about wiring up my Valentine 1 radar detector, you will see pictures of a wiring harness next to the glove box that has unswitched wires in it. Also, the hazard light switch uses unswitched power, so you could tap into that one, too.
Use a multimeter to check random wires behind the dash to find an unswitched one to tap into. Hook the multmeter up to the test wire and to ground, then see if it is swithced off when the ignition is swithced off. When you find one, clamp the tap onto it and run it to the lighter socket power. That's it.
Good luck!