Probably too late for original poster, but for anybody else with similar problem:
It is possible and rather simple.
As you might know, WMS can be accessed through web browser, if you write all necessary parameters into address. And you can download that image using Save As function. Now, doing all this by hand is awfully time-consuming and tiresome. So you could create the links by some kind of function (maybe in Excel) and later feed that list to some kind of downloader (like wget).
As for the parameters, I recommend using GeoTIFF as image format, as it is already georeferenced. Set the height and width to maximum available (usually 2048 pixels).
Bounding box coordinates should be set using a function, so that on file's ending is at next one's start. Map page edge length in real measures (meters, miles, degrees - whatever you have) should be set by original resolution.
Sample request is following (not working, I know, but should give right impression. Replace the server address and layer names with whatever you need):
http://porter.pmel.noaa.gov:8922/wms/wms_servlet?VERSION=1.1.1&REQUEST=GetMap&LAYERS=coads_climatology_cdf:airt&STYLES=&WIDTH=2048&HEIGHT=2048&FORMAT=image/tiff&SRS=EPSG:4326&BBOX=-180.0,-90.0,180.0,90.0
While this is pretty confusing at first, it gets easier when you get the hang of it. After all, it is the only way to use WMS data on cheaper AutoCAD versions.